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Preprints, Working Papers, ... Year : 2023

Sparse GEMINI for joint discriminative clustering and feature selection

Abstract

Feature selection in clustering is a hard task which involves simultaneously the discovery of relevant clusters as well as relevant variables with respect to these clusters. While feature selection algorithms are often model-based through optimised model selection or strong assumptions on p(x x x), we introduce a discriminative clustering model trying to maximise a geometry-aware generalisation of the mutual information called GEMINI with a simple 1 penalty: the Sparse GEMINI. This algorithm avoids the burden of combinatorial feature subset exploration and is easily scalable to high-dimensional data and large amounts of samples while only designing a clustering model p θ (y|x x x). We demonstrate the performances of Sparse GEMINI on synthetic datasets as well as large-scale datasets. Our results show that Sparse GEMINI is a competitive algorithm and has the ability to select relevant subsets of variables with respect to the clustering without using relevance criteria or prior hypotheses.
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Dates and versions

hal-04195208 , version 1 (04-09-2023)

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Louis Ohl, Pierre-Alexandre Mattei, Charles Bouveyron, Mickaël Leclercq, Arnaud Droit, et al.. Sparse GEMINI for joint discriminative clustering and feature selection. 2023. ⟨hal-04195208⟩
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