A factor graph model for unsupervised feature selection

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In this paper, a factor graph model for unsupervised feature selection (FGUFS) is proposed. FGUFS explicitly measures the similarities between features; these similarities are passed to each other as messages in the graph model. The importance score of each feature is calculated using the message-passing algorithm, and then feature selection is performed based on the final importance scores. Extensive experiments were performed on several datasets, and the results demonstrate that FGUFS outperforms other state-of-art unsupervised feature selection algorithms on several performance measures.