Feature selection in unsupervised learning via evolutionary search

Abstract

Feature subset selection is an important problem in knowl- edge discovery, not only for the insight gained from deter- mining relevant modeling variables but also for the improved understandability, scalability, and possibly, accuracy of the resulting models. In this paper we consider the problem of feature selection for unsupervised learning. A number of heuristic criteria can be used to estimate the quality of clusters built from a given featuresubset. Rather than combining such criteria, we use ELSA, an evolutionary lo- cal selection algorithm that maintains a diverse population of solutions that approximate the Pareto front in a multi- dimensional objectiv espace. Each evolved solution repre- sents a feature subset and a number of clusters; a standard K-means algorithm is applied to form the given n umber of clusters based on the selected features. Preliminary results on both real and synthetic data show promise in finding Pareto-optimal solutions through which we can identify the significant features and the correct number of clusters.