Integrated Feature Selection for classification and Representation Learning with Group-Lasso Siamese Networks

Nisargo Ranjan Pal, Pradeep Singh

The Least Absolute Shrinkage and Selection Operator (Lasso) has been widely employed for feature selection in linear models and has also been extended to multi-layer perceptron (MLP) networks for both feature and group feature selection. Group-Lasso has also been used in feature selection using feed-forward neural networks. To the best of our knowledge, this is the first study to incorporate the Group-Lasso principle into a Siamese network architecture for feature selection. Unlike existing approaches that primarily optimize classification accuracy, the proposed method aims to identify a compact subset of features that simultaneously preserves the intrinsic representation of the input data (the goal of Siamese network) and is expected to achieve high classification performance. Two variants of the proposed framework are developed: one based on the Euclidean distance and the other on a modified Jaccard similarity measure for real-valued vectors. The latter is specifically designed to improve feature selection for high?dimensional sparse data. The effectiveness of the proposed approach is demonstrated on 12 benchmark datasets with feature dimensions ranging from 6 to 7070 using…