Abstract:
Feature selection is one of the important topics of machine learning, and it has a wide range of applications in data preprocessing. At present, feature selection based o...Show MoreMetadata
Abstract:
Feature selection is one of the important topics of machine learning, and it has a wide range of applications in data preprocessing. At present, feature selection based on \ell _{2,1}-norm regularization is a relatively mature method, but it is not enough to maximize the sparsity and parameter-tuning leads to increased costs. Later scholars found that the \ell _{2,0}-norm constraint is more conductive to feature selection, but it is difficult to solve and lacks convergence guarantees. To address these problems, we creatively propose a novel Outliers Robust Unsupervised Feature Selection for structured sparse subspace (ORUFS), which utilizes \ell _{2,0}-norm constraint to learn a structured sparse subspace and avoid tuning the regularization parameter. Moreover, by adding binary weights, outliers are directly eliminated and the robustness of model is improved. More importantly, a Re-Weighted (RW) algorithm is exploited to solve our \ell _{p}-norm problem. For the NP-hard problem of \ell _{2,0}-norm constraint, we develop an effective iterative optimization algorithm with strict convergence guarantees and closed-form solution. Subsequently, we provide theoretical analysis about convergence and computational complexity. Experimental results on real-world datasets illustrate that our method is superior to the state-of-the-art methods in clustering and anomaly detection tasks.
Published in: IEEE Transactions on Knowledge and Data Engineering ( Volume: 36, Issue: 3, March 2024)