Descripción
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The Column Subset Selection Problem is a hard combinatorial optimization problem that provides a natural framework for unsupervised feature selection, and there exist efficient algorithms that provide good approximations. The drawback of the problem formulation is that it incorporates no form of regularization, and is therefore very sensitive to noise when presented with scarce data. In this paper we propose a regularized formulation of this problem, and derive a correct greedy algorithm that is similar in efficiency to existing greedy methods for the unregularized problem. We study its adequacy for feature selection and propose suitable formulations. Additionally, we derive a lower bound for the error of the proposed problems. Through various numerical experiments on real and synthetic data, we demonstrate the significantly increased robustness and stability of our method, as well as the improved conditioning of its output, all while remaining efficient for practical use. | |
Internacional
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Si |
JCR del ISI
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Si |
Título de la revista
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Information Sciences |
ISSN
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0020-0255 |
Factor de impacto JCR
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5,91 |
Información de impacto
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Volumen
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Volume 486 |
DOI
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10.1016/j.ins.2019.02.039 |
Número de revista
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Desde la página
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393 |
Hasta la página
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418 |
Mes
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JUNIO |
Ranking
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