MRM-Lasso: a sparse multiview feature selection method via low-rank analysis

Learning about multiview data involves many applications, such as video understanding, image classification, and social media. However, when the data dimension increases dramatically, it is important but very challenging to remove redundant features in multiview feature selection. In this paper, we propose a novel feature selection algorithm, multiview rank minimization-based Lasso (MRM-Lasso), which jointly utilizes Lasso for sparse feature selection and rank minimization for learning relevant patterns across views. Instead of simply integrating multiple Lasso from view level, we focus on the performance of sample-level (sample significance) and introduce pattern-specific weights into MRM-Lasso. The weights are utilized to measure the contribution of each sample to the labels in the current view. In addition, the latent correlation across different views is successfully captured by learning a low-rank matrix consisting of pattern-specific weights. The alternating direction method of multipliers is applied to optimize the proposed MRM-Lasso. Experiments on four real-life data sets show that features selected by MRM-Lasso have better multiview classification performance than the baselines. Moreover, pattern-specific weights are demonstrated to be significant for learning about multiview data, compared with view-specific weights.