LassoNet: A Neural Network with Feature Sparsity
Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression assigns zero weights to the most irrelevant or redundant features, and is widely used in data science. However the Lasso only applies to linear models. Here we introduce LassoNet, a neural network framework with global feature selection. Our approach enforces a hierarchy: specifically a feature can participate in a hidden unit only if its linear representative is active. Unlike other approaches to feature selection for neural nets, our method uses a modified objective function with constraints, and so integrates feature selection with the parameter learning directly. As a result, it delivers an entire regularization path of solutions with a range of feature sparsity. On systematic experiments, LassoNet significantly outperforms state-of-the-art methods for feature selection and regression. The LassoNet method uses projected proximal gradient descent, and generalizes directly to deep networks. It can be implemented by adding just a few lines of code to a standard neural network.
Code (2)
Tasks
feature selectionregressionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Adversarial LassoNet: Robust Feature Selection via Stability-Driven Sparse Learning
Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature …
Sparse LearningFastCPH: Efficient Survival Analysis for Neural Networks
The Cox proportional hazards model is a canonical method in survival analysis for prediction of the life expectancy of a patient given clinical or genetic covariates -- it is a linear model in its original form. In recen…
Survival AnalysisSparse Centroid-Encoder: A Nonlinear Model for Feature Selection
Autoencoders have been widely used as a nonlinear tool for data dimensionality reduction. While autoencoders don't utilize the label information, Centroid-Encoders (CE)\cite{ghosh2022supervised} use the class label in th…
AttributeDimensionality Reductionfeature selectionFeature Selection using Sparse Adaptive Bottleneck Centroid-Encoder
We introduce a novel nonlinear model, Sparse Adaptive Bottleneck Centroid-Encoder (SABCE), for determining the features that discriminate between two or more classes. The algorithm aims to extract discriminatory features…
feature selectionSparse POD Mode Selection and Manifold Dimensionality Reduction with Neural Networks
Linear dimensionality reduction methods such as proper orthogonal decomposition (POD) make high-dimensional data amenable to analysis by identifying the principal components, or modes, that capture the most variance, or …
Dimensionality Reduction