Abstract
Recently, exclusive lasso has demonstrated its
promising results in selecting discriminative features for each class. The sparsity is enforced on
each feature across all the classes via `1,2-norm.
However, the exclusive sparsity of `1,2-norm could
not screen out a large amount of irrelevant and
redundant noise features in high-dimensional data
space, since each feature belongs to at least one
class. Thus, in this paper, we introduce a novel regularization called “exclusive `2,1”, which is short
for “`2,1 with exclusive lasso”, towards robust flexible feature selection. The exclusive `2,1 regularization is the mix of `2,1-norm and `1,2-norm, which
brings out joint sparsity at inter-group level and exclusive sparsity at intra-group level simultaneously.
An efficient augmented Lagrange multipliers based
optimization algorithm is proposed to iteratively
solve the exclusive `2,1 regularization in a row-wise
fashion. Extensive experiments on twelve benchmark datasets demonstrate the effectiveness of the
proposed regularization and the optimization algorithm as compared to state-of-the-arts