  High-dimensional data in many areas such as computer vision and machine
learning tasks brings in computational and analytical difficulty. Feature
selection which selects a subset from observed features is a widely used
approach for improving performance and effectiveness of machine learning models
with high-dimensional data. In this paper, we propose a novel AutoEncoder
Feature Selector (AEFS) for unsupervised feature selection which combines
autoencoder regression and group lasso tasks. Compared to traditional feature
selection methods, AEFS can select the most important features by excavating
both linear and nonlinear information among features, which is more flexible
than the conventional self-representation method for unsupervised feature
selection with only linear assumptions. Experimental results on benchmark
dataset show that the proposed method is superior to the state-of-the-art
method.
