Differentiable Feature Selection, a Reparameterization Approach
- URL: http://arxiv.org/abs/2107.10030v1
- Date: Wed, 21 Jul 2021 11:52:34 GMT
- Title: Differentiable Feature Selection, a Reparameterization Approach
- Authors: J\'er\'emie Dona (MLIA), Patrick Gallinari (MLIA)
- Abstract summary: We consider the task of feature selection for reconstruction which consists in choosing a small subset of features from which whole data instances can be reconstructed.
This is of particular importance in several contexts involving for example costly physical measurements, sensor placement or information compression.
We show that the method leverages the intrinsic geometry of the data, facilitating reconstruction.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We consider the task of feature selection for reconstruction which consists
in choosing a small subset of features from which whole data instances can be
reconstructed. This is of particular importance in several contexts involving
for example costly physical measurements, sensor placement or information
compression. To break the intrinsic combinatorial nature of this problem, we
formulate the task as optimizing a binary mask distribution enabling an
accurate reconstruction. We then face two main challenges. One concerns
differentiability issues due to the binary distribution. The second one
corresponds to the elimination of redundant information by selecting variables
in a correlated fashion which requires modeling the covariance of the binary
distribution. We address both issues by introducing a relaxation of the problem
via a novel reparameterization of the logitNormal distribution. We demonstrate
that the proposed method provides an effective exploration scheme and leads to
efficient feature selection for reconstruction through evaluation on several
high dimensional image benchmarks. We show that the method leverages the
intrinsic geometry of the data, facilitating reconstruction.
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