Laplacian Score for Feature Selection

In supervised learning scenarios, feature selection has been studied widely in the literature. Selecting features in unsupervised learning scenarios is a much harder problem, due to the absence of class labels that would guide the search for relevant information. And, almost all of previous unsupervised feature selection methods are "wrapper" techniques that require a learning algorithm to evaluate the candidate feature subsets. In this paper, we propose a "filter" method for feature selection which is independent of any learning algorithm. Our method can be performed in either supervised or unsupervised fashion.