Unsupervised feature selection based on variance–covariance subspace distance

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Journal Title
Journal ISSN
Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
Date
2023-09
Major/Subject
Mcode
Degree programme
Language
en
Pages
16
188-203
Series
Neural Networks, Volume 166
Abstract
Subspace distance is an invaluable tool exploited in a wide range of feature selection methods. The power of subspace distance is that it can identify a representative subspace, including a group of features that can efficiently approximate the space of original features. On the other hand, employing intrinsic statistical information of data can play a significant role in a feature selection process. Nevertheless, most of the existing feature selection methods founded on the subspace distance are limited in properly fulfilling this objective. To pursue this void, we propose a framework that takes a subspace distance into account which is called “Variance–Covariance subspace distance”. The approach gains advantages from the correlation of information included in the features of data, thus determines all the feature subsets whose corresponding Variance–Covariance matrix has the minimum norm property. Consequently, a novel, yet efficient unsupervised feature selection framework is introduced based on the Variance–Covariance distance to handle both the dimensionality reduction and subspace learning tasks. The proposed framework has the ability to exclude those features that have the least variance from the original feature set. Moreover, an efficient update algorithm is provided along with its associated convergence analysis to solve the optimization side of the proposed approach. An extensive number of experiments on nine benchmark datasets are also conducted to assess the performance of our method from which the results demonstrate its superiority over a variety of state-of-the-art unsupervised feature selection methods. The source code is available at https://github.com/SaeedKarami/VCSDFS.
Description
Funding Information: We acknowledge the support of following EU projects: CALLISTO ( 101004152 ), E-Vita ( 101016453 ), and the ScaDS.AI (Center for Scalable Data Analytics and Artificial Intelligence) Dresden/Leipzig ( IS18026A-F ). This work was also supported by the Research Council of Finland (Flagship programme: Finnish Center for Artificial Intelligence FCAI , and grants 336033 , 352986 , 358246 ) and EU (H2020 grant 101016775 and NextGenerationEU). | openaire: EC/H2020/101016775/EU//INTERVENE
Keywords
Feature selection, Regularization, Subspace distance, Subspace learning
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Citation
Karami, S, Saberi-Movahed, F, Tiwari, P, Marttinen, P & Vahdati, S 2023, ' Unsupervised feature selection based on variance–covariance subspace distance ', Neural Networks, vol. 166, pp. 188-203 . https://doi.org/10.1016/j.neunet.2023.06.018