Unsupervised Feature Selection with Joint Clustering Analysis.

Unsupervised feature selection has raised considerable interests in the past decade, due to its remarkable performance in reducing dimensionality without any prior class information. Preserving reliable locality information and achieving excellent cluster separation are two critical issues for unsupervised feature selection. However, existing methods cannot tackle two issues simultaneously. To address the problems, we propose a novel unsupervised approach that integrates sparse feature selection and robust joint clustering analysis. The joint clustering analysis seamlessly unifies the spectral clustering and the orthogonal basis clustering. Specifically, a probabilistic neighborhood graph is utilized to preserve reliable locality information in the spectral clustering, and an orthogonal basis matrix is incorporated to achieve excellent cluster separation in the orthogonal basis clustering. A compact and effective iterative algorithm is designed to optimize the proposed selection framework. Extensive experiments on both synthetic data and real-world data validate the effectiveness of our approach under various evaluation indices.