Where to Pay Attention in Sparse Training for Feature Selection?

A new line of research for feature selection based on neural networks has recently emerged. Despite its superiority to classical methods, it requires many training iterations to converge and detect the informative features. For datasets with a large number of samples or a very high dimensional feature space, the computational time becomes prohibitively long. In this paper, we present a new efficient unsupervised method for feature selection based on sparse autoencoders. In particular, we propose a new sparse training algorithm that optimizes a model's sparse topology during training to quickly pay attention to informative features.