Group-Feature (Sensor) Selection With Controlled Redundancy Using Neural Networks
Aytijhya Saha, Nikhil R. Pal
TL;DR
The paper tackles supervised feature selection and group-feature (sensor) selection under controlled redundancy by embedding a redundancy-penalty and a generalized group-lasso penalty into a multilayer perceptron framework. It formalizes the loss as $E=E_0+\lambda P+\mu GL$, derives gradient-based update rules, and proves monotonicity and (weak/strong) convergence under smoothing, with practical validation on diverse datasets including RNA-Seq. Empirically, the method achieves competitive accuracy while substantially reducing the number of selected features or sensors and lowering redundancy, outperforming several neural and non-neural baselines in many cases. The approach offers a unified, efficient strategy for FS and GFS with potential applicability to other neural architectures and domains, enhancing interpretability and reducing computation.
Abstract
In this paper, we present a novel embedded feature selection method based on a Multi-layer Perceptron (MLP) network and generalize it for group-feature or sensor selection problems, which can control the level of redundancy among the selected features or groups. Additionally, we have generalized the group lasso penalty for feature selection to encompass a mechanism for selecting valuable group features while simultaneously maintaining a control over redundancy. We establish the monotonicity and convergence of the proposed algorithm, with a smoothed version of the penalty terms, under suitable assumptions. Experimental results on several benchmark datasets demonstrate the promising performance of the proposed methodology for both feature selection and group feature selection over some state-of-the-art methods.
