Unsupervised Feature Selection with Adaptive Structure Learning

The problem of feature selection has raised considerable interests in the past decade. Traditional unsupervised methods select the features which can faithfully preserve the intrinsic structures of data, where the intrinsic structures are estimated using all the input features of data. However, the estimated intrinsic structures are unreliable/inaccurate when the redundant and noisy features are not removed. Therefore, we face a dilemma here: one need the true structures of data to identify the informative features, and one need the informative features to accurately estimate the true structures of data. To address this, we propose a unified learning framework which performs structure learning and feature selection simultaneously. The structures are adaptively learned from the results of feature selection, and the informative features are reselected to preserve the refined structures of data. By leveraging the interactions between these two essential tasks, we are able to capture accurate structures and select more informative features. Experimental results on many benchmark data sets demonstrate that the proposed method outperforms many state of the art unsupervised feature selection methods

DSL: Discriminative Subgraph Learning via Sparse Self-Representation

The goal in network state prediction (NSP) is to classify the global state (label) associated with features embedded in a graph. This graph structure encoding feature relationships is the key distinctive aspect of NSP compared to classical supervised learning. NSP arises in various applications: gene expression samples embedded in a protein-protein interaction (PPI) network, temporal snapshots of infrastructure or sensor networks, and fMRI coherence network samples from multiple subjects to name a few. Instances from these domains are typically ``wide'' (more features than samples), and thus, feature sub-selection is required for robust and generalizable prediction. How to best employ the network structure in order to learn succinct connected subgraphs encompassing the most discriminative features becomes a central challenge in NSP. Prior work employs connected subgraph sampling or graph smoothing within optimization frameworks, resulting in either large variance of quality or weak control over the connectivity of selected subgraphs. In this work we propose an optimization framework for discriminative subgraph learning (DSL) which simultaneously enforces (i) sparsity, (ii) connectivity and (iii) high discriminative power of the resulting subgraphs of features. Our optimization algorithm is a single-step solution for the NSP and the associated feature selection problem. It is rooted in the rich literature on maximal-margin optimization, spectral graph methods and sparse subspace self-representation. DSL simultaneously ensures solution interpretability and superior predictive power (up to 16% improvement in challenging instances compared to baselines), with execution times up to an hour for large instances.Comment: 9 page

A Matlab Toolbox for Feature Importance Ranking

More attention is being paid for feature importance ranking (FIR), in particular when thousands of features can be extracted for intelligent diagnosis and personalized medicine. A large number of FIR approaches have been proposed, while few are integrated for comparison and real-life applications. In this study, a matlab toolbox is presented and a total of 30 algorithms are collected. Moreover, the toolbox is evaluated on a database of 163 ultrasound images. To each breast mass lesion, 15 features are extracted. To figure out the optimal subset of features for classification, all combinations of features are tested and linear support vector machine is used for the malignancy prediction of lesions annotated in ultrasound images. At last, the effectiveness of FIR is analyzed according to performance comparison. The toolbox is online (https://github.com/NicoYuCN/matFIR). In our future work, more FIR methods, feature selection methods and machine learning classifiers will be integrated

Unsupervised Feature Selection Algorithm via Local Structure Learning and Kernel Function

In order to reduce dimensionality of high-dimensional data, a series of feature selection algorithms have been proposed. But these algorithms have the following disadvantages: (1) they do not fully consider the nonlinear relationship between data features (2) they do not consider the similarity between data features. To solve the above two problems, we propose an unsupervised feature selection algorithm based on local structure learning and kernel function. First, through the kernel function, we map each feature of the data to the kernel space, so that the nonlinear relationship of the data features can be fully exploited. Secondly, we apply the theory of local structure learning to the features of data, so that the similarity of data features is considered. Then we added a low rank constraint to consider the global information of the data. Finally, we add sparse learning to make feature selection. The experimental results show that the proposed algorithm has better results than the comparison methods