Feature selection plays a fundamental role in many pattern
recognition problems. However, most efforts have been
focused on the supervised scenario, while unsupervised feature
selection remains as a rarely touched research topic.
In this paper, we propose Manifold-Based Maximum Margin
Feature Selection (M3FS) to select the most discriminative
features for clustering. M3FS targets to find those
features that would result in the maximal separation of different
clusters and incorporates manifold information by
enforcing smoothness constraint on the clustering function.
Specifically, we define scale factor for each feature to measure
its relevance to clustering, and irrelevant features are
identified by assigning zero weights. Feature selection is
then achieved by the sparsity constraints on scale factors.
Computationally, M3FS is formulated as an integer programming
problem and we propose a cutting plane algorithm
to efficiently solve it. Experimental results on both
toy ...