Completed sample correlations and feature dependency-based unsupervised feature selection

Abstract

Sample correlations and feature relations are two pieces of information that are needed to be considered in the unsupervised feature selection, as labels are missing to guide model construction. Thus, we design a novel unsupervised feature selection scheme, in this paper, via considering the completed sample correlations and feature dependencies in a unified framework. Specifically, self-representation dependencies and graph construction are conducted to preserve and select the important neighbors for each sample in a comprehensive way.