Sparse Linear Centroid-Encoder: A Convex Method for Feature Selection

We present a novel feature selection technique, Sparse Linear Centroid-Encoder (SLCE). The algorithm uses a linear transformation to reconstruct a point as its class centroid and, at the same time, uses the $\ell_1$-norm penalty to filter out unnecessary features from the input data. The original formulation of the optimization problem is nonconvex, but we propose a two-step approach, where each step is convex. In the first step, we solve the linear Centroid-Encoder, a convex optimization problem over a matrix $A$. In the second step, we only search for a sparse solution over a diagonal matrix $B$ while keeping $A$ fixed. Unlike other linear methods, e.g., Sparse Support Vector Machines and Lasso, Sparse Linear Centroid-Encoder uses a single model for multi-class data. We present an in-depth empirical analysis of the proposed model and show that it promotes sparsity on various data sets, including high-dimensional biological data. Our experimental results show that SLCE has a performance advantage over some state-of-the-art neural network-based feature selection techniques.

Feature Selection using Sparse Adaptive Bottleneck Centroid-Encoder

We introduce a novel nonlinear model, Sparse Adaptive Bottleneck Centroid-Encoder (SABCE), for determining the features that discriminate between two or more classes. The algorithm aims to extract discriminatory features in groups while reconstructing the class centroids in the ambient space and simultaneously use additional penalty terms in the bottleneck layer to decrease within-class scatter and increase the separation of different class centroids. The model has a sparsity-promoting layer (SPL) with a one-to-one connection to the input layer. Along with the primary objective, we minimize the $l_{2,1}$-norm of the sparse layer, which filters out unnecessary features from input data. During training, we update class centroids by taking the Hadamard product of the centroids and weights of the sparse layer, thus ignoring the irrelevant features from the target. Therefore the proposed method learns to reconstruct the critical components of class centroids rather than the whole centroids. The algorithm is applied to various real-world data sets, including high-dimensional biological, image, speech, and accelerometer sensor data. We compared our method to different state-of-the-art feature selection techniques, including supervised Concrete Autoencoders (SCAE), Feature Selection Networks (FsNet), Stochastic Gates (STG), and LassoNet. We empirically showed that SABCE features often produced better classification accuracy than other methods on the sequester test sets, setting new state-of-the-art results.

Yet Another Algorithm for Supervised Principal Component Analysis: Supervised Linear Centroid-Encoder

We propose a new supervised dimensionality reduction technique called Supervised Linear Centroid-Encoder (SLCE), a linear counterpart of the nonlinear Centroid-Encoder (CE) \citep{ghosh2022supervised}. SLCE works by mapping the samples of a class to its class centroid using a linear transformation. The transformation is a projection that reconstructs a point such that its distance from the corresponding class centroid, i.e., centroid-reconstruction loss, is minimized in the ambient space. We derive a closed-form solution using an eigendecomposition of a symmetric matrix. We did a detailed analysis and presented some crucial mathematical properties of the proposed approach. %We also provide an iterative solution approach based solving the optimization problem using a descent method. We establish a connection between the eigenvalues and the centroid-reconstruction loss. In contrast to Principal Component Analysis (PCA) which reconstructs a sample in the ambient space, the transformation of SLCE uses the instances of a class to rebuild the corresponding class centroid. Therefore the proposed method can be considered a form of supervised PCA. Experimental results show the performance advantage of SLCE over other supervised methods.

Sparse Centroid-Encoder: A Nonlinear Model for Feature Selection

We develop a sparse optimization problem for the determination of the total set of features that discriminate two or more classes. This is a sparse implementation of the centroid-encoder for nonlinear data reduction and visualization called Sparse Centroid-Encoder (SCE). We also provide a feature selection framework that first ranks each feature by its occurrence, and the optimal number of features is chosen using a validation set. The algorithm is applied to a wide variety of data sets including, single-cell biological data, high dimensional infectious disease data, hyperspectral data, image data, and speech data. We compared our method to various state-of-the-art feature selection techniques, including two neural network-based models (DFS, and LassoNet), Sparse SVM, and Random Forest. We empirically showed that SCE features produced better classification accuracy on the unseen test data, often with fewer features.

Supervised Dimensionality Reduction and Visualization using Centroid-encoder

Visualizing high-dimensional data is an essential task in Data Science and Machine Learning. The Centroid-Encoder (CE) method is similar to the autoencoder but incorporates label information to keep objects of a class close together in the reduced visualization space. CE exploits nonlinearity and labels to encode high variance in low dimensions while capturing the global structure of the data. We present a detailed analysis of the method using a wide variety of data sets and compare it with other supervised dimension reduction techniques, including NCA, nonlinear NCA, t-distributed NCA, t-distributed MCML, supervised UMAP, supervised PCA, Colored Maximum Variance Unfolding, supervised Isomap, Parametric Embedding, supervised Neighbor Retrieval Visualizer, and Multiple Relational Embedding. We empirically show that centroid-encoder outperforms most of these techniques. We also show that when the data variance is spread across multiple modalities, centroid-encoder extracts a significant amount of information from the data in low dimensional space. This key feature establishes its value to use it as a tool for data visualization.