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Auteurs principaux: Cherpitel, Mathieu, Bäck, Thomas, Tannemaat, Martijn R., Kononova, Anna V.
Format: Preprint
Publié: 2026
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Accès en ligne:https://arxiv.org/abs/2605.21561
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author Cherpitel, Mathieu
Bäck, Thomas
Tannemaat, Martijn R.
Kononova, Anna V.
author_facet Cherpitel, Mathieu
Bäck, Thomas
Tannemaat, Martijn R.
Kononova, Anna V.
contents Unsupervised feature selection is commonly formulated as a multiobjective optimisation problem that jointly optimises subset quality and subset size. Yet the behaviour of this formulation depends critically on the choice of evaluation objective, the direction of subset-size regularisation, and the initialisation strategy. We study these factors in a controlled setting using a synthetic dataset with known informative, redundant, and irrelevant feature types. Six formulations are compared by combining three evaluation objectives: accuracy, silhouette score, and PCA reconstruction loss with subset-size minimisation or maximisation. The results show that formulation strongly affects both search dynamics and the quality of the resulting Pareto front. Silhouette-based formulations exhibit a strong bias toward trivial low-cardinality solutions and remain weak proxies for predictive performance. In contrast, the proposed PCA loss objective produces compact subsets with test accuracy comparable to subsets obtained by directly optimising supervised accuracy. Overall, the study shows that objective design is central to effective multiobjective unsupervised feature selection.
format Preprint
id arxiv_https___arxiv_org_abs_2605_21561
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Objective-Induced Bias and Search Dynamics in Multiobjective Unsupervised Feature Selection
Cherpitel, Mathieu
Bäck, Thomas
Tannemaat, Martijn R.
Kononova, Anna V.
Machine Learning
Unsupervised feature selection is commonly formulated as a multiobjective optimisation problem that jointly optimises subset quality and subset size. Yet the behaviour of this formulation depends critically on the choice of evaluation objective, the direction of subset-size regularisation, and the initialisation strategy. We study these factors in a controlled setting using a synthetic dataset with known informative, redundant, and irrelevant feature types. Six formulations are compared by combining three evaluation objectives: accuracy, silhouette score, and PCA reconstruction loss with subset-size minimisation or maximisation. The results show that formulation strongly affects both search dynamics and the quality of the resulting Pareto front. Silhouette-based formulations exhibit a strong bias toward trivial low-cardinality solutions and remain weak proxies for predictive performance. In contrast, the proposed PCA loss objective produces compact subsets with test accuracy comparable to subsets obtained by directly optimising supervised accuracy. Overall, the study shows that objective design is central to effective multiobjective unsupervised feature selection.
title Objective-Induced Bias and Search Dynamics in Multiobjective Unsupervised Feature Selection
topic Machine Learning
url https://arxiv.org/abs/2605.21561