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Multi-label learning under feature extraction budgets
DOI:10.1016/j.patrec.2013.12.009.png)
Abstract
En 中文
We consider the problem of learning sparse linear models for multi-label prediction tasks under a hard constraint on the number of features. Such budget constraints are important in domains where the acquisition of the feature values is costly. We propose a greedy multi-label regularized least-squares algorithm that solves this problem by combining greedy forward selection search with a cross-validation based selection criterion in order to choose, which features to include in the model. We present a highly efficient algorithm for implementing this procedure with linear time and space complexities. This is achieved through the use of matrix update formulas for speeding up feature addition and cross-validation computations. Experimentally, we demonstrate that the approach allows finding sparse accurate predictors on a wide range of benchmark problems, typically outperforming the multi-task lasso baseline method when the budget is small. (C) 2013 Elsevier B. V. All rights reserved.
Keywords:
Feature selection
Greedy forward selection
Multi-label learning
Regularized least-squares

