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Non-convex Regularizations for Feature Selection in Ranking with Sparse SVM

Laporte, Léa and Flamary, Rémi and Canu, Stéphane and Déjean, Sébastien and Mothe, Josiane Non-convex Regularizations for Feature Selection in Ranking with Sparse SVM. (2014) IEEE Transactions on Neural Networks, 25 (6). 1118-1130. ISSN 1045-9227

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Official URL: http://dx.doi.org/10.1109/TNNLS.2013.2286696


Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few have focused on integrating feature selection into the learning process. In this paper, we propose a general framework for feature selection in learning to rank using support vector machines with a sparse regularization term. We investigate both classical convex regularizations, such as ℓ1 or weighted ℓ1, and nonconvex regularization terms, such as log penalty, minimax concave penalty, or ℓp pseudo-norm with p<;1. Two algorithms are proposed: the first, an accelerated proximal approach for solving the convex problems, and, the second, a reweighted ℓ1 scheme to address nonconvex regularizations. We conduct intensive experiments on nine datasets from Letor 3.0 and Letor 4.0 corpora. Numerical results show that the use of nonconvex regularizations we propose leads to more sparsity in the resulting models while preserving the prediction performance. The number of features is decreased by up to a factor of 6 compared to the ℓ1 regularization. In addition, the software is publicly available on the web.

Item Type:Article
Additional Information:Thanks to IEEE editor. The definitive version is available at http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6663672
HAL Id:hal-01123818
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Other partners > Institut National des Sciences Appliquées de Rouen - INSA (FRANCE)
Other partners > Université Nice Sophia Antipolis (FRANCE)
Other partners > Observatoire de la Côte d'Azur (FRANCE)
Other partners > Université du Havre - ULH (FRANCE)
Other partners > Université de Rouen - UR (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Laboratory name:
Deposited On:05 Mar 2015 14:43

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