Unsupervised Feature Selection with Heterogeneous Side Information.

Compared to supervised feature selection, unsupervised feature selection tends to be more challenging due to the lack of guidance from class labels. Along with the increasing variety of data sources, many datasets are also equipped with certain side information of heterogeneous structure. Such side information can be critical for feature selection when class labels are unavailable. In this paper, we propose a new feature selection method, SideFS, to exploit such rich side information. We model the complex side information as a heterogeneous network and derive instance correlations to guide subsequent feature selection. Representations are learned from the side information network and the feature selection is performed in a unified framework. Experimental results show that the proposed method can effectively enhance the quality of selected features by incorporating heterogeneous side information.