An NEPv Approach for Feature Selection via Orthogonal OCCA with the (2,1)-norm Regularization

Fuente: arXiv
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Autori principali: Wang, Li, Zhang, Lei-Hong, Li, Ren-Cang
Natura: Preprint
Pubblicazione: 2025
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_version_ 1866915173373050880
author Wang, Li
Zhang, Lei-Hong
Li, Ren-Cang
author_facet Wang, Li
Zhang, Lei-Hong
Li, Ren-Cang
contents A novel feature selection model via orthogonal canonical correlation analysis with the $(2,1)$-norm regularization is proposed, and the model is solved by a practical NEPv approach (nonlinear eigenvalue problem with eigenvector dependency), yielding a feature selection method named OCCA-FS. It is proved that OCCA-FS always produces a sequence of approximations with monotonic objective values and is globally convergent. Extensive numerical experiments are performed to compare OCCA-FS against existing feature selection methods. The numerical results demonstrate that OCCA-FS produces superior classification performance and often comes out on the top among all feature selection methods in comparison.
format Preprint
id arxiv_https___arxiv_org_abs_2502_18633
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An NEPv Approach for Feature Selection via Orthogonal OCCA with the (2,1)-norm Regularization
Wang, Li
Zhang, Lei-Hong
Li, Ren-Cang
Numerical Analysis
Optimization and Control
58C40, 65F30, 65H17, 65K05, 90C26
A novel feature selection model via orthogonal canonical correlation analysis with the $(2,1)$-norm regularization is proposed, and the model is solved by a practical NEPv approach (nonlinear eigenvalue problem with eigenvector dependency), yielding a feature selection method named OCCA-FS. It is proved that OCCA-FS always produces a sequence of approximations with monotonic objective values and is globally convergent. Extensive numerical experiments are performed to compare OCCA-FS against existing feature selection methods. The numerical results demonstrate that OCCA-FS produces superior classification performance and often comes out on the top among all feature selection methods in comparison.
title An NEPv Approach for Feature Selection via Orthogonal OCCA with the (2,1)-norm Regularization
topic Numerical Analysis
Optimization and Control
58C40, 65F30, 65H17, 65K05, 90C26
url https://arxiv.org/abs/2502.18633