Pairwise Constraint-Guided Sparse Learning for Feature Selection.

Feature selection aims to identify the most informative features for a compact and accurate data representation. As typical supervised feature selection methods, Lasso and its variants using L1-norm-based regularization terms have received much attention in recent studies, most of which use class labels as supervised information. Besides class labels, there are other types of supervised information, e.g., pairwise constraints that specify whether a pair of data samples belong to the same class (must-link constraint) or different classes (cannot-link constraint). However, most of existing L1-norm-based sparse learning methods do not take advantage of the pairwise constraints that provide us weak and more general supervised information. For addressing that problem, we propose a pairwise constraint-guided sparse (CGS) learning method for feature selection, where the must-link and the cannot-link constraints are used as discriminative regularization terms that directly concentrate on the local discriminative structure of data. Furthermore, we develop two variants of CGS, including: 1) semi-supervised CGS that utilizes labeled data, pairwise constraints, and unlabeled data and 2) ensemble CGS that uses the ensemble of pairwise constraint sets. We conduct a series of experiments on a number of data sets from University of California-Irvine machine learning repository, a gene expression data set, two real-world neuroimaging-based classification tasks, and two large-scale attribute classification tasks. Experimental results demonstrate the efficacy of our proposed methods, compared with several established feature selection methods.