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Existing supervised Multi-Target Feature Selection (MTFS) methods seldom consider the nearest-neighbor relationship and statistical correlation of samples underlying the output space, which leads the result of feature selection to be easily interfered by the output noise, thus making it difficult to achieve satisfactory performance. This paper proposes a novel MTFS method to preserve both the global and local target correlations. Specifically, the low-rank constraint is introduced to achieve multi-layer regression structure to better decouple the inter-input and inter-target relationships. Moreover, the local nearest-neighbor relationships and variable correlations of the sample points in the output space are also explored through adaptive graph and manifold learning, to better utilize the target correlations to improve the MTFS performance. Following the above principle, the resulting objective function and the corresponding optimization algorithm are proposed. Extensive experiments on several public datasets show that the proposed method is superior to other state-of-the-art methods. • A new Embedded MTFS method is proposed to learn the feature redundancy and target correlations in MTR problems. • The nearest-neighbor relationships and target correlations are introduced to achieve superior performance in MTFS tasks. • Extensive experiments on several public datasets show that the proposed method is superior to the compared methods. [ABSTRACT FROM AUTHOR]

[Display omitted] • Particle Swarm Optimization can be used to perform feature selection for domain adaptation. • It has been previously applied using classifiers to evaluate the goodness of subsets of features. • We explore a novel option: using complexity measures instead of classifiers. • We compare both methods in terms of performance, speed and size of the resulting set of features. Particle Swarm Optimization is an optimization algorithm that mimics the behaviour of a flock of birds, setting multiple particles that explore the search space guided by a fitness function in order to find the best possible solution. We apply the Sticky Binary Particle Swarm Optimization algorithm to perform feature selection for domain adaptation, a specific type of transfer learning in which the source and the target domain have a common feature space, a common task, but different distributions. When applying Particle Swarm Optimization, classification error is usually employed in the fitness function to evaluate the goodness of subsets of features. In this paper, we aim to compare this approach with using complexity metrics instead, under the assumption that reducing the complexity of the problem will lead to results that are independent from the classifier used for testing while being less computationally demanding. Therefore, we carried out experiments to compare the performance of both approaches in terms of classification accuracy, speed and number of features selected. We found out that our proposal, although in some cases incurs in a slight degradation of classification performance, it is indeed faster and selects fewer features, making it a feasible trade-off. [ABSTRACT FROM AUTHOR]