联合图嵌入与特征加权的无监督特征选择

Joint Graph Embedding and Feature Weighting for Unsupervised Feature Selection

在特征选择领域,现有的大多数方法不能同时捕获不同特征有差异的权重,不能对投影子空间施加正交约束来提高特征的判别力。为此,本文提出联合图嵌入与特征加权的无监督特征选择方法(Joint Graph Embedding and Feature Weighting,JGEFW)。首先,通过图嵌入局部结构学习获得相似度矩阵和聚类指示矩阵;然后利用正交回归获得表征不同特征重要程度的权重矩阵,以此选择出判别力强且非冗余的特征。此外,本文还提出了一个交替迭代优化算法来求解JGEFW模型;最后,在4个数据集上进行实验验证。实验结果表明,JGEFW的聚类指标在大多数情况下优于其他对比算法。

In the area of feature selection,most existing methods cannot simultaneously capture the importance of different features and enforce orthogonal constraint on the projected subspace to improve the discrimination of selected features.To deal with this issue,a new unsupervised feature selection method called joint graph embedding and feature weighting(JGEFW)is proposed.To be specific,graph-embedding local structure learning is leveraged to obtain the similarity matrix and the cluster indicator matrix.Moreover,the weight matrix is learned through the orthogonal regression,to select the discriminative and non-redundant features.At last,an alternating iteration algorithm is developed for solving the proposed objective function.Finally,experimental results about clustering evaluation metrics on four publicly available datasets demonstrate that JGEFW is better than others in most cases.