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Outliers Robust Unsupervised Feature Selection for Structured Sparse Subspace
DOI:10.1109/TKDE.2023.3297226.png)
Abstract
En 中文
Feature selection is one of the important topics of machine learning, and it has a wide range of applications in data preprocessing. At present, feature selection based on l(2,1)-norm regularization is a relatively mature method, but it is not enough to maximize the sparsity and parameter-tuning leads to increased costs. Later scholars found that the l(2,0)-norm constraint is more conductive to feature selection, but it is difficult to solve and lacks convergence guarantees. To address these problems, we creatively propose a novel Outliers Robust Unsupervised Feature Selection for structured sparse subspace (ORUFS), which utilizes l(2,0)-norm constraint to learn a structured sparse subspace and avoid tuning the regularization parameter. Moreover, by adding binary weights, outliers are directly eliminated and the robustness of model is improved. More importantly, a Re-Weighted (RW) algorithm is exploited to solve our l(p)-norm problem. For the NP-hard problem of l(2,0)-norm constraint, we develop an effective iterative optimization algorithm with strict convergence guarantees and closed-form solution. Subsequently, we provide theoretical analysis about convergence and computational complexity. Experimental results on real-world datasets illustrate that our method is superior to the state-of-the-art methods in clustering and anomaly detection tasks.
Keywords:
l(20)-norm constraint
anomaly detection
outlier robust
unsupervised feature selection
clustering
Journal
IF:
10.4
Papers:
6.8K
Citations:
3.2W

