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Self-Supervision Enhanced Feature Selection with Correlated Gates

2021-09-29 · ICLR 2022 4 · Changhee Lee, Fergus Imrie, Mihaela van der Schaar

Discovering relevant input features for predicting a target variable is a key scientific question. However, in many domains, such as medicine and biology, feature selection is confounded by a scarcity of labeled samples coupled with significant correlations among features. In this paper, we propose a novel deep learning approach to feature selection that addresses both challenges simultaneously. First, we pre-train the network using unlabeled samples within a self-supervised learning framework via solving pretext tasks that require the network to learn informative representations from partial feature sets. Then, we fine-tune the pre-trained network to discover relevant features using labeled samples. During both training phases, we explicitly account for the correlation structure of the input features by generating correlated gate vectors from a multivariate Bernoulli distribution. Experiments on multiple real-world datasets including clinical and omics demonstrate that our model discovers relevant features that provide superior prediction performance compared to the state-of-the-art benchmarks, in practical scenarios where there is often limited labeled data and high correlations among features.

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feature selectionSelf-Supervised Learning

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Feature Selection Feature selection, also known as variable selection, attribute selection or variable subset selection, is the process of selecting a subset of relevant features (variables,…

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