Unsupervised Feature Selection Algorithm Based on Sparse Representation

Feature selection, as a preprocessing step to machine learning, plays a pivotal role in removing irrelevant data, reducing dimensionality and improving performance evaluations. Recent years, sparse representation has become a useful tool for both supervised and unsupervised feature selection. So far, most of these algorithms still have many problems such as large computation load, performance with poor stability. Thus, this paper proposes a new unsupervised feature selection algorithm via sparse representation (UFSSR), with respect to efficiency and effectiveness. Firstly, this paper reconstructs part of data matrix via sparse representation, which makes the proposed algorithm be robust and independent of domain knowledge. Then, to reduce the reconstruction error, a new feature evaluation function is given to rank all features. Theoretical analysis and experiments compared with many popular algorithms on a set of datasets demonstrate the improvements brought by UFSSR.