Implicit Regularization for Multi-label Feature Selection
In this paper, we address the problem of feature selection in the context of multi-label learning, by using a new estimator based on implicit regularization and label embedding. Unlike the sparse feature selection methods that use a penalized estimator with explicit regularization terms such as $l_{2,1}$-norm, MCP or SCAD, we propose a simple alternative method via Hadamard product parameterization. In order to guide the feature selection process, a latent semantic of multi-label information method is adopted, as a label embedding. Experimental results on some known benchmark datasets suggest that the proposed estimator suffers much less from extra bias, and may lead to benign overfitting.
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