scholarly journals Utility metric for unsupervised feature selection

2021 ◽  
Vol 7 ◽  
pp. e477
Author(s):  
Amalia Villa ◽  
Abhijith Mundanad Narayanan ◽  
Sabine Van Huffel ◽  
Alexander Bertrand ◽  
Carolina Varon

Feature selection techniques are very useful approaches for dimensionality reduction in data analysis. They provide interpretable results by reducing the dimensions of the data to a subset of the original set of features. When the data lack annotations, unsupervised feature selectors are required for their analysis. Several algorithms for this aim exist in the literature, but despite their large applicability, they can be very inaccessible or cumbersome to use, mainly due to the need for tuning non-intuitive parameters and the high computational demands. In this work, a publicly available ready-to-use unsupervised feature selector is proposed, with comparable results to the state-of-the-art at a much lower computational cost. The suggested approach belongs to the methods known as spectral feature selectors. These methods generally consist of two stages: manifold learning and subset selection. In the first stage, the underlying structures in the high-dimensional data are extracted, while in the second stage a subset of the features is selected to replicate these structures. This paper suggests two contributions to this field, related to each of the stages involved. In the manifold learning stage, the effect of non-linearities in the data is explored, making use of a radial basis function (RBF) kernel, for which an alternative solution for the estimation of the kernel parameter is presented for cases with high-dimensional data. Additionally, the use of a backwards greedy approach based on the least-squares utility metric for the subset selection stage is proposed. The combination of these new ingredients results in the utility metric for unsupervised feature selection U2FS algorithm. The proposed U2FS algorithm succeeds in selecting the correct features in a simulation environment. In addition, the performance of the method on benchmark datasets is comparable to the state-of-the-art, while requiring less computational time. Moreover, unlike the state-of-the-art, U2FS does not require any tuning of parameters.

2018 ◽  
Vol 14 (3) ◽  
pp. 38-55 ◽  
Author(s):  
Kavan Fatehi ◽  
Mohsen Rezvani ◽  
Mansoor Fateh ◽  
Mohammad-Reza Pajoohan

This article describes how recently, because of the curse of dimensionality in high dimensional data, a significant amount of research has been conducted on subspace clustering aiming at discovering clusters embedded in any possible attributes combination. The main goal of subspace clustering algorithms is to find all clusters in all subspaces. Previous studies have mostly been generating redundant subspace clusters, leading to clustering accuracy loss and also increasing the running time of the algorithms. A bottom-up density-based approach is suggested in this article, in which the cluster structure serves as a similarity measure to generate the optimal subspaces which result in raising the accuracy of the subspace clustering. Based on this idea, the algorithm discovers similar subspaces by considering similarity in their cluster structure, then combines them and the data in the new subspaces would be clustered again. Finally, the algorithm determines all the subspaces and also finds all clusters within them. Experiments on various synthetic and real datasets show that the results of the proposed approach are significantly better in quality and runtime than the state-of-the-art on clustering high-dimensional data.


PLoS ONE ◽  
2021 ◽  
Vol 16 (2) ◽  
pp. e0246159
Author(s):  
Rahi Jain ◽  
Wei Xu

Feature selection on high dimensional data along with the interaction effects is a critical challenge for classical statistical learning techniques. Existing feature selection algorithms such as random LASSO leverages LASSO capability to handle high dimensional data. However, the technique has two main limitations, namely the inability to consider interaction terms and the lack of a statistical test for determining the significance of selected features. This study proposes a High Dimensional Selection with Interactions (HDSI) algorithm, a new feature selection method, which can handle high-dimensional data, incorporate interaction terms, provide the statistical inferences of selected features and leverage the capability of existing classical statistical techniques. The method allows the application of any statistical technique like LASSO and subset selection on multiple bootstrapped samples; each contains randomly selected features. Each bootstrap data incorporates interaction terms for the randomly sampled features. The selected features from each model are pooled and their statistical significance is determined. The selected statistically significant features are used as the final output of the approach, whose final coefficients are estimated using appropriate statistical techniques. The performance of HDSI is evaluated using both simulated data and real studies. In general, HDSI outperforms the commonly used algorithms such as LASSO, subset selection, adaptive LASSO, random LASSO and group LASSO.


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