Information Theoretic Feature Selection in Multi-label Data through Composite Likelihood

In this paper we present a framework to unify information theoretic feature selection criteria for multi-label data. Our framework combines two different ideas; expressing multi-label decomposition methods as composite likelihoods and then showing how feature selection criteria can be derived by maximizing these likelihood expressions. Many existing criteria, until now proposed as heuristics, can be reproduced from a single basis under the proposed framework. Furthermore we can derive new problem-specific criteria by making different independence assumptions over the feature and label spaces. One such derived criterion is shown experimentally to outperform other approaches proposed in the literature on real-world datasets.