Sparse GEMINI for Joint Discriminative Clustering and Feature Selection
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Feature selection in clustering is a hard task which involves simultaneously the discovery of relevant clusters as well as relevant variables with respect to these clusters. While feature selection algorithms are often model-based through optimised model selection or strong assumptions on p(x), we introduce a discriminative clustering model trying to maximise a geometry-aware generalisation of the mutual information called GEMINI with a simple ℓ_1 penalty: the Sparse GEMINI. This algorithm avoids the burden of combinatorial feature subset exploration and is easily scalable to high-dimensional data and large amounts of samples while only designing a clustering model p_θ(y|x). We demonstrate the performances of Sparse GEMINI on synthetic datasets as well as large-scale datasets. Our results show that Sparse GEMINI is a competitive algorithm and has the ability to select relevant subsets of variables with respect to the clustering without using relevance criteria or prior hypotheses.
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