Unsupervised Feature Selection via Adaptive Multimeasure Fusion

Rui Zhang, Feiping Nie, Yunhai Wang, Xuelong Li · IEEE Transactions on Neural Networks and Learning Systems · 2019

Since multiple criteria can be adopted to estimate the similarity among the given data points, problem regarding diverse representations of pairwise relations is brought about. To address this issue, a novel self-adaptive multimeasure (SAMM) fusion problem is proposed, such that different measure functions can be adaptively merged into a unified similarity measure. Different from other approaches, we optimize similarity as a variable instead of presetting it as a priori, such that similarity can be adaptively evaluated based on integrating various measures. To further obtain the associated subspace representation, a graph-based dimensionality reduction problem is incorporated into the proposed SAMM problem, such that the related subspace can be achieved according to the unified similarity. In addition, sparsity-inducing ℓ2,0regularization is introduced, such that a sparse projection is obtained for efficient feature selection (FS). Consequently, the SAMM-FS method can be summarized correspondingly.

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