Xiaolin Lv
ABSTRACT
We live in an era of big data, in which feature selection technology is getting more and more attention. Feature selection technology is one of the important methods to reduce the dimension of data. It can select some useful features for learning tasks. The traditional feature selection methods mainly select the useful features by the scores of the features under a certain standard. However, the performance of these methods are less satisfactory in many cases because they ignore the correlation between features. For this article, we present a new unsupervised method by minimizing the Kullback-Leibler(KL) divergence based on graph matching. Firstly, we extract manifold structures from all features of the original data space by using non-negative Local Linear Embedding(NNLLE). Then, we extract manifold structure of each feature by using non-negative local linear embedding (NNLLE). We assess the importance of every feature by minimizing the KL-divergence between the graphs using all features and weighted linear combination of base graphs on each individual feature. At the same time, a global optimization algorithm based on proximal gradient descent framework is proposed. Experiments show that the proposed method is better than many existing unsupervised methods.
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