GSPL: A Succinct Kernel Model for Group-Sparse Projections Learning of Multiview Data

This paper explores a succinct kernel model for Group-Sparse Projections Learning (GSPL), to handle multiview feature selection task completely. Compared to previous works, our model has the following useful properties: 1) Strictness: GSPL innovatively learns group-sparse projections strictly on multiview data via `2,0-norm constraint, which is different with previous works that encourage group-sparse projections softly. 2) Adaptivity: In GSPL model, when the total number of selected features is given, the numbers of selected features of different views can be determined adaptively, which avoids artificial settings. Besides, GSPL can capture the differences among multiple views adaptively, which handles the inconsistent problem among different views. 3) Succinctness: Except for the intrinsic parameters of projection-based feature selection task, GSPL does not bring extra parameters, which guarantees the applicability in practice. To solve the optimization problem involved in GSPL, a novel iterative algorithm is proposed with rigorously theoretical guarantees. Experimental results demonstrate the superb performance of GSPL on synthetic and real datasets.

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