Multi-label feature selection via adaptive label correlation estimation

In multi-label learning, each instance is associated with multiple labels simultaneously. Multi-label data often has noisy, irrelevant, and redundant features of high dimensionality. Multi-label feature selection has received considerable attention as an effective means for dealing with high-dimensional multi-label data. Many multi-label feature selection methods exploit label correlations to help select features. However, finding label correlations and selecting features in existing multi-label feature selection methods are often two separate processes, the existence of noises and outliers in training data makes the label correlations exploited from label space less reliable. Therefore, the learned label correlations may mislead the feature selection process and result in the selection of less informative features. This paper proposes a novel algorithm named ROAD, i.e., multi-label featuRe selectiOn via ADaptive label correlation estimation. ROAD jointly performs adaptive label correlation exploration and feature selection with alternating optimization to obtain reliable estimation of label correlations, which can more effectively reveal the intrinsic manifold structure among labels and lead to the selection of a more proper feature subset. Comprehensive experiments on several frequently used data sets validate the superiority of ROAD against the state-of-the-art multi-label feature selection algorithms.