Local and Global Structure Preservation for Robust Unsupervised Spectral Feature Selection

This paper proposes a new unsupervised spectral feature selection method to preserve both the local and global structure of the features as well as the samples. Specifically, our method uses the self-expressiveness of the features to represent each feature by other features for preserving the local structure of features, and a low-rank constraint on the weight matrix to preserve the global structure among samples as well as features. Our method also proposes to learn the graph matrix measuring the similarity of samples for preserving the local structure among samples. Furthermore, we propose a new optimization algorithm to the resulting objective function, which iteratively updates the graph matrix and the intrinsic space so that collaboratively improving each of them. Experimental analysis on 12 benchmark datasets showed that the proposed method outperformed the state-of-the-art feature selection methods in terms of classification performance.