We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such dependence. Feature selection for various supervised learning problems (including classification and regression) is unified under this framework, and the solutions can be approximated using a backward-elimination algorithm. We demonstrate the usefulness of our method on both artificial and real world datasets.
In this paper, we present a new feature selection method that is suitable for both unsupervised and supervised problems. We build upon the recently proposed Infinite Feature Selection (IFS) method where feature subsets of all sizes (including infinity) are considered. We extend IFS in two ways. First, we propose a supervised version of it. Second, we propose new ways of forming the feature adjacency matrix that perform better for unsupervised problems. We extensively evaluate our methods on many benchmark datasets, including large image-classification datasets (PASCAL VOC), and show that our m…
Feature selection methods are widely used to address the high computational overheads and curse of dimensionality in classifying high-dimensional data. Most conventional feature selection methods focus on handling homogeneous features, while real-world datasets usually have a mixture of continuous and discrete features. Some recent mixed-type feature selection studies only select features with high relevance to class labels and ignore the redundancy among features. The determination of an appropriate feature subset is also a challenge. In this paper, a supervised feature selection method using…
The application of machine learning to image and video data often yields a high dimensional feature space. Effective feature selection techniques identify a discriminant feature subspace that lowers computational and modeling costs with little performance degradation. A novel supervised feature selection methodology is proposed for machine learning decisions in this work. The resulting tests are called the discriminant feature test (DFT) and the relevant feature test (RFT) for the classification and regression problems, respectively. The DFT and RFT procedures are described in detail. Furtherm…
Semi-Supervised Multi-Label Feature Selection with Consistent Sparse Graph Learning
Peking University（北京大学）；Hong Kong Polytechnic University（香港理工大学）；Harbin Institute of Technology (Shenzhen)（哈尔滨工业大学（深圳））；University of Science and Technology of China（中国科学技术大学）；University of Texas at Arlington（德克萨斯大学阿灵顿分校）；Communication University of China（中国传媒大学）；Hangzhou Normal University（杭州师范大学）
King’s College London（伦敦国王学院）；Institute for Infocomm Research, A*STAR（新加坡科技研究局资讯通信研究院）
Cancer is a complex disease with significant social and economic impact. Advancements in high-throughput molecular assays and the reduced cost for performing high-quality multi-omics measurements have fuelled insights through machine learning . Previous studies have shown promise on using multiple omic layers to predict survival and stratify cancer patients. In this paper, we developed a Supervised Autoencoder (SAE) model for survival-based multi-omic integration which improves upon previous work, and report a Concrete Supervised Autoencoder model (CSAE), which uses feature selection to jointl…
We introduce supervised feature ranking and feature subset selection algorithms for multivariate time series (MTS) classification. Unlike most existing supervised/unsupervised feature selection algorithms for MTS our techniques do not require a feature extraction step to generate a one-dimensional feature vector from the time series. Instead it is based on directly computing similarity between individual time series and assessing how well the resulting cluster structure matches the labels. The techniques are amenable to heterogeneous MTS data, where the time series measurements may have differ…
University of Science and Technology Beijing（北京科技大学）；Tsinghua University（清华大学）
Feature selection, an effective technique for dimensionality reduction, plays an important role in many machine learning systems. Supervised knowledge can significantly improve the performance. However, faced with the rapid growth of newly emerging concepts, existing supervised methods might easily suffer from the scarcity and validity of labeled data for training. In this paper, the authors study the problem of zero-shot feature selection (i.e., building a feature selection model that generalizes well to "unseen" concepts with limited training data of "seen" concepts). Specifically, they adop…
Feature selection is an important process in machine learning. It builds an interpretable and robust model by selecting the features that contribute the most to the prediction target. However, most mature feature selection algorithms, including supervised and semi-supervised, fail to fully exploit the complex potential structure between features. We believe that these structures are very important for the feature selection process, especially when labels are lacking and data is noisy. To this end, we innovatively introduce a deep learning-based self-supervised mechanism into feature selection …
Feature selection identifies subsets of informative features and reduces dimensions in the original feature space, helping provide insights into data generation or a variety of domain problems. Existing methods mainly depend on feature scoring functions or sparse regularizations; nonetheless, they have limited ability to reconcile the representativeness and inter-correlations of features. In this paper, we introduce a novel, simple yet effective regularization approach, named top-$k$ regularization, to supervised feature selection in regression and classification tasks. Structurally, the top-$…
In this paper, we propose a new wrapper feature selection approach with partially labeled training examples where unlabeled observations are pseudo-labeled using the predictions of an initial classifier trained on the labeled training set. The wrapper is composed of a genetic algorithm for proposing new feature subsets, and an evaluation measure for scoring the different feature subsets. The selection of feature subsets is done by assigning weights to characteristics and recursively eliminating those that are irrelevant. The selection criterion is based on a new multi-class $\mathcal{C}$-bound…
Effective features can improve the performance of a model, which can thus help us understand the characteristics and underlying structure of complex data. Previous feature selection methods usually cannot keep more local structure information. To address the defects previously mentioned, we propose a novel supervised orthogonal least square regression model with feature weighting for feature selection. The optimization problem of the objection function can be solved by employing generalized power iteration (GPI) and augmented Lagrangian multiplier (ALM) methods. Experimental results show that …
Joint Laboratory of Data Science and Business Intelligence, School of Statistics, Southwestern University of Finance and Economics（数据科学与商业智能联合实验室，统计学院，西南财经大学）；Department of Electrical Engineering and Computer Science, University of Kansas（电气工程与计算机科学系，堪萨斯大学）；JD Intelligent Cities Research and JD Intelligent Cities Business Unit（京东智能城市研究部和京东智能城市业务部）；School of Computing and Artificial Intelligence, Southwest Jiaotong University（计算与人工智能学院，西南交通大学）
Eindhoven University of Technology（埃因霍温理工大学）；University of Twente（特文特大学）
Feature selection that selects an informative subset of variables from data not only enhances the model interpretability and performance but also alleviates the resource demands. Recently, there has been growing attention on feature selection using neural networks. However, existing methods usually suffer from high computational costs when applied to high-dimensional datasets. In this paper, inspired by evolution processes, we propose a novel resource-efficient supervised feature selection method using sparse neural networks, named \enquote{NeuroFS}. By gradually pruning the uninformative feat…
In this paper, we propose a novel semi-supervised feature selection framework by mining correlations among multiple tasks and apply it to different multimedia applications. Instead of independently computing the importance of features for each task, our algorithm leverages shared knowledge from multiple related tasks, thus, improving the performance of feature selection. Note that we build our algorithm on assumption that different tasks share common structures. The proposed algorithm selects features in a batch mode, by which the correlations between different features are taken into consider…
Binary Stochastic Filtering (BSF), the algorithm for feature selection and neuron pruning is proposed in this work. The method defines filtering layer which penalizes amount of the information involved in the training process. This information could be the input data or output of the previous layer, which directly leads to the feature selection or neuron pruning respectively, producing \textit{ad hoc} subset of features or selecting optimal number of neurons in each layer. Filtering layer stochastically passes or drops features based on individual weights, which are tuned with standard backpro…
False Data Injection (FDI) attacks are a common form of Cyber-attack targetting smart grids. Detection of stealthy FDI attacks is impossible by the current bad data detection systems. Machine learning is one of the alternative methods proposed to detect FDI attacks. This paper analyzes three various supervised learning techniques, each to be used with three different feature selection (FS) techniques. These methods are tested on the IEEE 14-bus, 57-bus, and 118-bus systems for evaluation of versatility. Accuracy of the classification is used as the main evaluation method for each detection tec…
Carnegie Mellon University Africa（非洲卡内基梅隆大学）；IBM Research Africa（IBM非洲研究院）
An automated feature selection pipeline was developed using several state-of-the-art feature selection techniques to select optimal features for Differentiating Patterns of Care (DPOC). The pipeline included three types of feature selection techniques; Filters, Wrappers and Embedded methods to select the top K features. Five different datasets with binary dependent variables were used and their different top K optimal features selected. The selected features were tested in the existing multi-dimensional subset scanning (MDSS) where the most anomalous subpopulations, most anomalous subsets, pro…
We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework of structural risk minimization into existing adaptive algorithms, we can robustly learn not only the presence of stochastic structure when it exists (leading to constant as opposed to $\mathcal{O}(\sqrt{T})$ regret), but also the correct model order. We thus obtain regret bounds that are competitive with the regret of an optimal algorithm that possesses st…
Semi-Supervised Deep Sobolev Regression: Estimation and Variable Selection by ReQU Neural Network
Wuhan University（武汉大学）；School of Mathematics and Statistics, Wuhan University（武汉大学数学与统计学院）；National Center for Applied Mathematics in Hubei（湖北国家应用数学中心）；Hubei Key Laboratory of Computational Science, Wuhan University（武汉大学湖北省计算科学重点实验室）
This paper deals with supervised classification and feature selection in high dimensional space. A classical approach is to project data on a low dimensional space and classify by minimizing an appropriate quadratic cost. A strict control on sparsity is moreover obtained by adding an $\ell_1$ constraint, here on the matrix of weights used for projecting the data. Tuning the sparsity bound results in selecting the relevant features for supervised classification. It is well known that using a quadratic cost is not robust to outliers. We cope with this problem by using an $\ell_1$ norm both for t…
A general formulation of optimization problems in which various candidate solutions may use different feature-sets is presented, encompassing supervised classification, automated program learning and other cases. A novel characterization of the concept of a "good quality feature" for such an optimization problem is provided; and a proposal regarding the integration of quality based feature selection into metalearning is suggested, wherein the quality of a feature for a problem is estimated using knowledge about related features in the context of related problems. Results are presented regardin…
Central South University（中南大学）；Zhejiang Sci-Tech University（浙江理工大学）
As an effective data preprocessing step, feature selection has shown its effectiveness to prepare high-dimensional data for many machine learning tasks. The proliferation of high di-mension and huge volume big data, however, has brought major challenges, e.g. computation complexity and stability on noisy data, upon existing feature-selection techniques. This paper introduces a novel neural network-based feature selection architecture, dubbed Attention-based Feature Selec-tion (AFS). AFS consists of two detachable modules: an at-tention module for feature weight generation and a learning module…
The amount of data for machine learning (ML) applications is constantly growing. Not only the number of observations, especially the number of measured variables (features) increases with ongoing digitization. Selecting the most appropriate features for predictive modeling is an important lever for the success of ML applications in business and research. Feature selection methods (FSM) that are independent of a certain ML algorithm - so-called filter methods - have been numerously suggested, but little guidance for researchers and quantitative modelers exists to choose appropriate approaches f…
A.I. SQUARE CONNECT；Universite Paris Dauphine（巴黎多芬大学）
In recent years, state-of-the-art methods for supervised learning have exploited increasingly gradient boosting techniques, with mainstream efficient implementations such as xgboost or lightgbm. One of the key points in generating proficient methods is Feature Selection (FS). It consists in selecting the right valuable effective features. When facing hundreds of these features, it becomes critical to select best features. While filter and wrappers methods have come to some maturity, embedded methods are truly necessary to find the best features set as they are hybrid methods combining features…
École Polytechnique Fédérale de Lausanne（洛桑联邦理工学院）；University of Cambridge（剑桥大学）
Selecting the most relevant features and samples out of a large set of candidates is a task that occurs very often in the context of automated data analysis, where it can be used to improve the computational performance, and also often the transferability, of a model. Here we focus on two popular sub-selection schemes which have been applied to this end: CUR decomposition, that is based on a low-rank approximation of the feature matrix and Farthest Point Sampling, that relies on the iterative identification of the most diverse samples and discriminating features. We modify these unsupervised a…
Institut Charles Delaunay, Universite de Technologie de Troyes（特鲁瓦理工大学夏尔·德洛纳研究所）；Biomedicine Research Institute of Buenos Aires - Max Planck Partner Institute（布宜诺斯艾利斯生物医学研究所-马克斯·普朗克伙伴研究所）；Universidad Tecnologica Nacional Buenos Aires（布宜诺斯艾利斯国立理工大学）
The transcriptomics of cancer tumors are characterized with tens of thousands of gene expression features. Patient prognosis or tumor stage can be assessed by machine learning techniques like supervised classification tasks given a gene expression profile. Feature selection is a useful approach to select the key genes which helps to classify tumors. In this work we propose a feature selection method based on Multiple Kernel Learning that results in a reduced subset of genes and a custom kernel that improves the classification performance when used in support vector classification. During the f…
Universidad Carlos III de Madrid（马德里卡洛斯三世大学）；Gregorio Marañón Health Research Institute（格雷戈里奥·马拉尼翁健康研究所）
The Bayesian approach to feature extraction, known as factor analysis (FA), has been widely studied in machine learning to obtain a latent representation of the data. An adequate selection of the probabilities and priors of these bayesian models allows the model to better adapt to the data nature (i.e. heterogeneity, sparsity), obtaining a more representative latent space. The objective of this article is to propose a general FA framework capable of modelling any problem. To do so, we start from the Bayesian Inter-Battery Factor Analysis (BIBFA) model, enhancing it with new functionalities to …
Online feature selection has been an active research area in recent years. We propose a novel diverse online feature selection method based on Determinantal Point Processes (DPP). Our model aims to provide diverse features which can be composed in either a supervised or unsupervised framework. The framework aims to promote diversity based on the kernel produced on a feature level, through at most three stages: feature sampling, local criteria and global criteria for feature selection. In the feature sampling, we sample incoming stream of features using conditional DPP. The local criteria is us…
We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised approach is based on sampling features from support vectors. We prove that the margin in the feature space is preserved to within $ε$-relative error of the margin in the full feature space in the worst-case. In the unsupervised setting, we also provide worst-case guarantees of the radius of the minimum enclosing ball, thereby ensuring comparable generalization as i…
In anomaly detection, a prominent task is to induce a model to identify anomalies learned solely based on normal data. Generally, one is interested in finding an anomaly detector that correctly identifies anomalies, i.e., data points that do not belong to the normal class, without raising too many false alarms. Which anomaly detector is best suited depends on the dataset at hand and thus needs to be tailored. The quality of an anomaly detector may be assessed via confusion-based metrics such as the Matthews correlation coefficient (MCC). However, since during training only normal data is avail…
Graph Convolutional Networks (GCNs) have been proved successful in the field of semi-supervised node classification by extracting structural information from graph data. However, the random selection of labeled nodes used by GCNs may lead to unstable generalization performance of GCNs. In this paper, we propose an efficient method for the deterministic selection of labeled nodes: the Determinate Node Selection (DNS) algorithm. The DNS algorithm identifies two categories of representative nodes in the graph: typical nodes and divergent nodes. These labeled nodes are selected by exploring the st…
IIT Bombay（印度理工学院孟买分校）；The University of Texas at Dallas（德克萨斯大学达拉斯分校）
The paradigm of data programming, which uses weak supervision in the form of rules/labelling functions, and semi-supervised learning, which augments small amounts of labelled data with a large unlabelled dataset, have shown great promise in several text classification scenarios. In this work, we argue that by not using any labelled data, data programming based approaches can yield sub-optimal performances, particularly when the labelling functions are noisy. The first contribution of this work is an introduction of a framework, \model which is a semi-supervised data programming paradigm that l…
KAIST（韩国科学技术院）；Kyungpook National University（庆北国立大学）
Self-supervised contrastive learning offers a means of learning informative features from a pool of unlabeled data. In this paper, we delve into another useful approach -- providing a way of selecting a core-set that is entirely unlabeled. In this regard, contrastive learning, one of a large number of self-supervised methods, was recently proposed and has consistently delivered the highest performance. This prompted us to choose two leading methods for contrastive learning: the simple framework for contrastive learning of visual representations (SimCLR) and the momentum contrastive (MoCo) lear…
Sparse linear prediction methods suffer from decreased prediction accuracy when the predictor variables have cluster structure (e.g. there are highly correlated groups of variables). To improve prediction accuracy, various methods have been proposed to identify variable clusters from the data and integrate cluster information into a sparse modeling process. But none of these methods achieve satisfactory performance for prediction, variable selection and variable clustering simultaneously. This paper presents Variable Cluster Principal Component Regression (VC-PCR), a prediction method that sup…
Enhancing Semi-Supervised Learning via Representative and Diverse Sample Selection
BNU-HKBU United International College（北京师范大学-香港浸会大学联合国际学院）；WeDoctor Cloud（微医云）；The State Key Laboratory of Blockchain and Data Security, Zhejiang University（浙江大学区块链与数据安全国家重点实验室）
