Semi-supervised feature selection using sparse laplacian support vector machine

Abstract

Semi-supervised feature selection is an active topic in machine learning and data mining. Laplacian support vector machine (LapSVM) has been successfully applied to semi-supervised learning. However, LapSVM cannot be directly applied to feature selection. To remedy it, we propose a sparse Laplacian support vector machine (SLapSVM) and apply it to semi-supervised feature selection. On the basis of LapSVM, SLapSVM introduces the ℓ1-norm regularization, which means the solution of SLapSVM has sparsity. In addition, the training procedure of SLapSVM can be formulated as solving a quadratic programming problem, which indicates that the solution of SLapSVM is unique and global. SLapSVM can perform feature selection and classification at the same time. Experimental results on semi-supervised classification problems show the feasibility and effectiveness of the proposed semi-supervised learning algorithms.