Repository for feature selection methods.
Unsupervised feature selection based on:
- Zhu, P., Zuo, W., Zhang, L., Hu, Q., & Shiu, S. C. (2015). Unsupervised feature selection by regularized self-representation. Pattern Recognition, 48(2), 438-446.
Learn a matrix W to minimize $$| X - X W |{2,1} + \lambda |W|{2,1}.$$