Unsupervised Feature Selection via Neural Networks and Self-Expression with Adaptive Graph Constraint

Abstract

Unsupervised feature selection (UFS), which selects the most important feature subset and eliminates the unnecessary information for the upcoming data analysis, is a significant problem in machine learning and has been explored for years. Most UFS methods map features into a pseudo label space by multiplying a projection matrix constrained with sparsity to learn the mapping from the features to the labels. However, the mapping relationship is usually not linear, and linear regression may result in a suboptimal selection. To address this issue, we propose a novel UFS method, called neural networks embedded self-expression (NNSE). NNSE replaces the linear regression of traditional spectral analysis methods with neural networks to learn the pseudo label space. Besides, we embed neural networks into the self-expression model to improve the representative ability by preserving the local structure with an adaptive graph regularization module. Then we propose an efficient alternative iterative algorithm to solve the proposed model. Experimental results on 8 public datasets show NNSE outperforms the other state-of-the-art methods. Moreover, experimental results are also presented to show the convergence of the proposed method. The source code is available at: https://github.com/misteru/NNSE.