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A Feature Selection Method for Multivariate Performance Measures
Sept. 2013 (vol. 35 no. 9)
pp. 2051-2063
Qi Mao, Sch. of Comput. Eng., Nanyang Technol. Univ., Singapore, Singapore
I. W-H Tsang, Sch. of Comput. Eng., Nanyang Technol. Univ., Singapore, Singapore
Feature selection with specific multivariate performance measures is the key to the success of many applications such as image retrieval and text classification. The existing feature selection methods are usually designed for classification error. In this paper, we propose a generalized sparse regularizer. Based on the proposed regularizer, we present a unified feature selection framework for general loss functions. In particular, we study the novel feature selection paradigm by optimizing multivariate performance measures. The resultant formulation is a challenging problem for high-dimensional data. Hence, a two-layer cutting plane algorithm is proposed to solve this problem, and the convergence is presented. In addition, we adapt the proposed method to optimize multivariate measures for multiple-instance learning problems. The analyses by comparing with the state-of-the-art feature selection methods show that the proposed method is superior to others. Extensive experiments on large-scale and high-dimensional real-world datasets show that the proposed method outperforms l1-SVM and SVM-RFE when choosing a small subset of features, and achieves significantly improved performances over SVMperl in terms of F1-score.
Index Terms:
support vector machines,learning (artificial intelligence),l<sub>1</sub>-SVM,multivariate performance measurement,image retrieval,text classification,classification error,generalized sparse regularizer,unified feature selection framework,general loss functions,cutting plane algorithm,state-of-the-art feature selection methods,SVM-RFE,Loss measurement,Vectors,Support vector machines,Kernel,Convergence,Error analysis,Optimization,structural SVMs,Feature selection,performance measure,multiple kernel learning,multi-instance learning
Citation:
Qi Mao, I. W-H Tsang, "A Feature Selection Method for Multivariate Performance Measures," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 35, no. 9, pp. 2051-2063, Sept. 2013, doi:10.1109/TPAMI.2012.266
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