Zhenhui Li

Chumeng Liang, Zherui Huang, Yicheng Liu et al.

Traffic simulation provides interactive data for the optimization of traffic control policies. However, existing traffic simulators are limited by their lack of scalability and shortage in input data, which prevents them from generating interactive data from traffic simulation in the scenarios of real large-scale city road networks. In this paper, we present \textbf{C}ity \textbf{B}rain \textbf{Lab}, a toolkit for scalable traffic simulation. CBLab consists of three components: CBEngine, CBData, and CBScenario. CBEngine is a highly efficient simulator supporting large-scale traffic simulation. CBData includes a traffic dataset with road network data of 100 cities all around the world. We also develop a pipeline to conduct a one-click transformation from raw road networks to input data of our traffic simulation. Combining CBEngine and CBData allows researchers to run scalable traffic simulations in the road network of real large-scale cities. Based on that, CBScenario implements an interactive environment and a benchmark for two scenarios of traffic control policies respectively, with which traffic control policies adaptable for large-scale urban traffic can be trained and tuned. To the best of our knowledge, CBLab is the first infrastructure supporting traffic control policy optimization in large-scale urban scenarios. CBLab has supported the City Brain Challenge @ KDD CUP 2021. The project is available on GitHub:~\url{https://github.com/CityBrainLab/CityBrainLab.git}.

Lei Zhou, Yuzhong Zhang, Jiadong Zhang et al.

Automated breast tumor segmentation on the basis of dynamic contrast-enhancement magnetic resonance imaging (DCE-MRI) has shown great promise in clinical practice, particularly for identifying the presence of breast disease. However, accurate segmentation of breast tumor is a challenging task, often necessitating the development of complex networks. To strike an optimal trade-off between computational costs and segmentation performance, we propose a hybrid network via the combination of convolution neural network (CNN) and transformer layers. Specifically, the hybrid network consists of a encoder-decoder architecture by stacking convolution and decovolution layers. Effective 3D transformer layers are then implemented after the encoder subnetworks, to capture global dependencies between the bottleneck features. To improve the efficiency of hybrid network, two parallel encoder subnetworks are designed for the decoder and the transformer layers, respectively. To further enhance the discriminative capability of hybrid network, a prototype learning guided prediction module is proposed, where the category-specified prototypical features are calculated through on-line clustering. All learned prototypical features are finally combined with the features from decoder for tumor mask prediction. The experimental results on private and public DCE-MRI datasets demonstrate that the proposed hybrid network achieves superior performance than the state-of-the-art (SOTA) methods, while maintaining balance between segmentation accuracy and computation cost. Moreover, we demonstrate that automatically generated tumor masks can be effectively applied to identify HER2-positive subtype from HER2-negative subtype with the similar accuracy to the analysis based on manual tumor segmentation. The source code is available at https://github.com/ZhouL-lab/PLHN.

Fengtao Zhou, Yingxue Xu, Yanfen Cui et al.

Gastric cancer (GC) is a prevalent malignancy worldwide, ranking as the fifth most common cancer with over 1 million new cases and 700 thousand deaths in 2020. Locally advanced gastric cancer (LAGC) accounts for approximately two-thirds of GC diagnoses, and neoadjuvant chemotherapy (NACT) has emerged as the standard treatment for LAGC. However, the effectiveness of NACT varies significantly among patients, with a considerable subset displaying treatment resistance. Ineffective NACT not only leads to adverse effects but also misses the optimal therapeutic window, resulting in lower survival rate. However, existing multimodal learning methods assume the availability of all modalities for each patient, which does not align with the reality of clinical practice. The limited availability of modalities for each patient would cause information loss, adversely affecting predictive accuracy. In this study, we propose an incomplete multimodal data integration framework for GC (iMD4GC) to address the challenges posed by incomplete multimodal data, enabling precise response prediction and survival analysis. Specifically, iMD4GC incorporates unimodal attention layers for each modality to capture intra-modal information. Subsequently, the cross-modal interaction layers explore potential inter-modal interactions and capture complementary information across modalities, thereby enabling information compensation for missing modalities. To evaluate iMD4GC, we collected three multimodal datasets for GC study: GastricRes (698 cases) for response prediction, GastricSur (801 cases) for survival analysis, and TCGA-STAD (400 cases) for survival analysis. The scale of our datasets is significantly larger than previous studies. The iMD4GC achieved impressive performance with an 80.2% AUC on GastricRes, 71.4% C-index on GastricSur, and 66.1% C-index on TCGA-STAD, significantly surpassing other compared methods.

Huajun Zhou, Fengtao Zhou, Jiabo Ma et al.

Multimodal data provides heterogeneous information for a holistic understanding of the tumor microenvironment. However, existing AI models often struggle to harness the rich information within multimodal data and extract poorly generalizable representations. Here we present MICE (Multimodal data Integration via Collaborative Experts), a multimodal foundation model that effectively integrates pathology images, clinical reports, and genomics data for precise pan-cancer prognosis prediction. Instead of conventional multi-expert modules, MICE employs multiple functionally diverse experts to comprehensively capture both cross-cancer and cancer-specific insights. Leveraging data from 11,799 patients across 30 cancer types, we enhanced MICE's generalizability by coupling contrastive and supervised learning. MICE outperformed both unimodal and state-of-the-art multi-expert-based multimodal models, demonstrating substantial improvements in C-index ranging from 3.8% to 11.2% on internal cohorts and 5.8% to 8.8% on independent cohorts, respectively. Moreover, it exhibited remarkable data efficiency across diverse clinical scenarios. With its enhanced generalizability and data efficiency, MICE establishes an effective and scalable foundation for pan-cancer prognosis prediction, holding strong potential to personalize tailored therapies and improve treatment outcomes.

Hua Wei, Deheng Ye, Zhao Liu et al.

Offline reinforcement learning (RL) tries to learn the near-optimal policy with recorded offline experience without online exploration. Current offline RL research includes: 1) generative modeling, i.e., approximating a policy using fixed data; and 2) learning the state-action value function. While most research focuses on the state-action function part through reducing the bootstrapping error in value function approximation induced by the distribution shift of training data, the effects of error propagation in generative modeling have been neglected. In this paper, we analyze the error in generative modeling. We propose AQL (action-conditioned Q-learning), a residual generative model to reduce policy approximation error for offline RL. We show that our method can learn more accurate policy approximations in different benchmark datasets. In addition, we show that the proposed offline RL method can learn more competitive AI agents in complex control tasks under the multiplayer online battle arena (MOBA) game Honor of Kings.

Guanjie Zheng, Hanyang Liu, Kai Xu et al.

Traffic simulators act as an essential component in the operating and planning of transportation systems. Conventional traffic simulators usually employ a calibrated physical car-following model to describe vehicles' behaviors and their interactions with traffic environment. However, there is no universal physical model that can accurately predict the pattern of vehicle's behaviors in different situations. A fixed physical model tends to be less effective in a complicated environment given the non-stationary nature of traffic dynamics. In this paper, we formulate traffic simulation as an inverse reinforcement learning problem, and propose a parameter sharing adversarial inverse reinforcement learning model for dynamics-robust simulation learning. Our proposed model is able to imitate a vehicle's trajectories in the real world while simultaneously recovering the reward function that reveals the vehicle's true objective which is invariant to different dynamics. Extensive experiments on synthetic and real-world datasets show the superior performance of our approach compared to state-of-the-art methods and its robustness to variant dynamics of traffic.

Chang Liu, Guanjie Zheng, Zhenhui Li

The heavy traffic and related issues have always been concerns for modern cities. With the help of deep learning and reinforcement learning, people have proposed various policies to solve these traffic-related problems, such as smart traffic signal control systems and taxi dispatching systems. People usually validate these policies in a city simulator, since directly applying them in the real city introduces real cost. However, these policies validated in the city simulator may fail in the real city if the simulator is significantly different from the real world. To tackle this problem, we need to build a real-like traffic simulation system. Therefore, in this paper, we propose to learn the human routing model, which is one of the most essential part in the traffic simulator. This problem has two major challenges. First, human routing decisions are determined by multiple factors, besides the common time and distance factor. Second, current historical routes data usually covers just a small portion of vehicles, due to privacy and device availability issues. To address these problems, we propose a theory-guided residual network model, where the theoretical part can emphasize the general principles for human routing decisions (e.g., fastest route), and the residual part can capture drivable condition preferences (e.g., local road or highway). Since the theoretical part is composed of traditional shortest path algorithms that do not need data to train, our residual network can learn human routing models from limited data. We have conducted extensive experiments on multiple real-world datasets to show the superior performance of our model, especially with small data. Besides, we have also illustrated why our model is better at recovering real routes through case studies.

Hua Wei, Chacha Chen, Chang Liu et al.

Simulation of the real-world traffic can be used to help validate the transportation policies. A good simulator means the simulated traffic is similar to real-world traffic, which often requires dense traffic trajectories (i.e., with a high sampling rate) to cover dynamic situations in the real world. However, in most cases, the real-world trajectories are sparse, which makes simulation challenging. In this paper, we present a novel framework ImInGAIL to address the problem of learning to simulate the driving behavior from sparse real-world data. The proposed architecture incorporates data interpolation with the behavior learning process of imitation learning. To the best of our knowledge, we are the first to tackle the data sparsity issue for behavior learning problems. We investigate our framework on both synthetic and real-world trajectory datasets of driving vehicles, showing that our method outperforms various baselines and state-of-the-art methods.

Hongjian Wang, Qi Li, Lanbo Zhang et al.

Historical features are important in ads click-through rate (CTR) prediction, because they account for past engagements between users and ads. In this paper, we study how to efficiently construct historical features through counting features. The key challenge of such problem lies in how to automatically identify counting keys. We propose a tree-based method for counting key selection. The intuition is that a decision tree naturally provides various combinations of features, which could be used as counting key candidate. In order to select personalized counting features, we train one decision tree model per user, and the counting keys are selected across different users with a frequency-based importance measure. To validate the effectiveness of proposed solution, we conduct large scale experiments on Twitter video advertising data. In both online learning and offline training settings, the automatically identified counting features outperform the manually curated counting features.

Huaxiu Yao, Yingbo Zhou, Mehrdad Mahdavi et al.

Learning quickly is of great importance for machine intelligence deployed in online platforms. With the capability of transferring knowledge from learned tasks, meta-learning has shown its effectiveness in online scenarios by continuously updating the model with the learned prior. However, current online meta-learning algorithms are limited to learn a globally-shared meta-learner, which may lead to sub-optimal results when the tasks contain heterogeneous information that are distinct by nature and difficult to share. We overcome this limitation by proposing an online structured meta-learning (OSML) framework. Inspired by the knowledge organization of human and hierarchical feature representation, OSML explicitly disentangles the meta-learner as a meta-hierarchical graph with different knowledge blocks. When a new task is encountered, it constructs a meta-knowledge pathway by either utilizing the most relevant knowledge blocks or exploring new blocks. Through the meta-knowledge pathway, the model is able to quickly adapt to the new task. In addition, new knowledge is further incorporated into the selected blocks. Experiments on three datasets demonstrate the effectiveness and interpretability of our proposed framework in the context of both homogeneous and heterogeneous tasks.

Huaxiu Yao, Longkai Huang, Linjun Zhang et al.

Meta-learning has proven to be a powerful paradigm for transferring the knowledge from previous tasks to facilitate the learning of a novel task. Current dominant algorithms train a well-generalized model initialization which is adapted to each task via the support set. The crux lies in optimizing the generalization capability of the initialization, which is measured by the performance of the adapted model on the query set of each task. Unfortunately, this generalization measure, evidenced by empirical results, pushes the initialization to overfit the meta-training tasks, which significantly impairs the generalization and adaptation to novel tasks. To address this issue, we actively augment a meta-training task with "more data" when evaluating the generalization. Concretely, we propose two task augmentation methods, including MetaMix and Channel Shuffle. MetaMix linearly combines features and labels of samples from both the support and query sets. For each class of samples, Channel Shuffle randomly replaces a subset of their channels with the corresponding ones from a different class. Theoretical studies show how task augmentation improves the generalization of meta-learning. Moreover, both MetaMix and Channel Shuffle outperform state-of-the-art results by a large margin across many datasets and are compatible with existing meta-learning algorithms.

Hua Wei, Dongkuan Xu, Junjie Liang et al.

Modeling how human moves in the space is useful for policy-making in transportation, public safety, and public health. Human movements can be viewed as a dynamic process that human transits between states (\eg, locations) over time. In the human world where intelligent agents like humans or vehicles with human drivers play an important role, the states of agents mostly describe human activities, and the state transition is influenced by both the human decisions and physical constraints from the real-world system (\eg, agents need to spend time to move over a certain distance). Therefore, the modeling of state transition should include the modeling of the agent's decision process and the physical system dynamics. In this paper, we propose \ours to model state transition in human movement from a novel perspective, by learning the decision model and integrating the system dynamics. \ours learns the human movement with Generative Adversarial Imitation Learning and integrates the stochastic constraints from system dynamics in the learning process. To the best of our knowledge, we are the first to learn to model the state transition of moving agents with system dynamics. In extensive experiments on real-world datasets, we demonstrate that the proposed method can generate trajectories similar to real-world ones, and outperform the state-of-the-art methods in predicting the next location and generating long-term future trajectories.

Huaxiu Yao, Xian Wu, Zhiqiang Tao et al.

In order to efficiently learn with small amount of data on new tasks, meta-learning transfers knowledge learned from previous tasks to the new ones. However, a critical challenge in meta-learning is the task heterogeneity which cannot be well handled by traditional globally shared meta-learning methods. In addition, current task-specific meta-learning methods may either suffer from hand-crafted structure design or lack the capability to capture complex relations between tasks. In this paper, motivated by the way of knowledge organization in knowledge bases, we propose an automated relational meta-learning (ARML) framework that automatically extracts the cross-task relations and constructs the meta-knowledge graph. When a new task arrives, it can quickly find the most relevant structure and tailor the learned structure knowledge to the meta-learner. As a result, the proposed framework not only addresses the challenge of task heterogeneity by a learned meta-knowledge graph, but also increases the model interpretability. We conduct extensive experiments on 2D toy regression and few-shot image classification and the results demonstrate the superiority of ARML over state-of-the-art baselines.

Chuxu Zhang, Huaxiu Yao, Chao Huang et al.

Knowledge graphs (KGs) serve as useful resources for various natural language processing applications. Previous KG completion approaches require a large number of training instances (i.e., head-tail entity pairs) for every relation. The real case is that for most of the relations, very few entity pairs are available. Existing work of one-shot learning limits method generalizability for few-shot scenarios and does not fully use the supervisory information; however, few-shot KG completion has not been well studied yet. In this work, we propose a novel few-shot relation learning model (FSRL) that aims at discovering facts of new relations with few-shot references. FSRL can effectively capture knowledge from heterogeneous graph structure, aggregate representations of few-shot references, and match similar entity pairs of reference set for every relation. Extensive experiments on two public datasets demonstrate that FSRL outperforms the state-of-the-art.

Huaxiu Yao, Chuxu Zhang, Ying Wei et al.

Towards the challenging problem of semi-supervised node classification, there have been extensive studies. As a frontier, Graph Neural Networks (GNNs) have aroused great interest recently, which update the representation of each node by aggregating information of its neighbors. However, most GNNs have shallow layers with a limited receptive field and may not achieve satisfactory performance especially when the number of labeled nodes is quite small. To address this challenge, we innovatively propose a graph few-shot learning (GFL) algorithm that incorporates prior knowledge learned from auxiliary graphs to improve classification accuracy on the target graph. Specifically, a transferable metric space characterized by a node embedding and a graph-specific prototype embedding function is shared between auxiliary graphs and the target, facilitating the transfer of structural knowledge. Extensive experiments and ablation studies on four real-world graph datasets demonstrate the effectiveness of our proposed model.

Guanjie Zheng, Mengqi Liu, Tao Wen et al.

In the face of growing needs for water and energy, a fundamental understanding of the environmental impacts of human activities becomes critical for managing water and energy resources, remedying water pollution, and making regulatory policy wisely. Among activities that impact the environment, oil and gas production, wastewater transport, and urbanization are included. In addition to the occurrence of anthropogenic contamination, the presence of some contaminants (e.g., methane, salt, and sulfate) of natural origin is not uncommon. Therefore, scientists sometimes find it difficult to identify the sources of contaminants in the coupled natural and human systems. In this paper, we propose a technique to simultaneously conduct source detection and prediction, which outperforms other approaches in the interdisciplinary case study of the identification of potential groundwater contamination within a region of high-density shale gas development.

Huaxiu Yao, Ying Wei, Junzhou Huang et al.

In order to learn quickly with few samples, meta-learning utilizes prior knowledge learned from previous tasks. However, a critical challenge in meta-learning is task uncertainty and heterogeneity, which can not be handled via globally sharing knowledge among tasks. In this paper, based on gradient-based meta-learning, we propose a hierarchically structured meta-learning (HSML) algorithm that explicitly tailors the transferable knowledge to different clusters of tasks. Inspired by the way human beings organize knowledge, we resort to a hierarchical task clustering structure to cluster tasks. As a result, the proposed approach not only addresses the challenge via the knowledge customization to different clusters of tasks, but also preserves knowledge generalization among a cluster of similar tasks. To tackle the changing of task relationship, in addition, we extend the hierarchical structure to a continual learning environment. The experimental results show that our approach can achieve state-of-the-art performance in both toy-regression and few-shot image classification problems.

Guanjie Zheng, Yuanhao Xiong, Xinshi Zang et al.

Increasingly available city data and advanced learning techniques have empowered people to improve the efficiency of our city functions. Among them, improving the urban transportation efficiency is one of the most prominent topics. Recent studies have proposed to use reinforcement learning (RL) for traffic signal control. Different from traditional transportation approaches which rely heavily on prior knowledge, RL can learn directly from the feedback. On the other side, without a careful model design, existing RL methods typically take a long time to converge and the learned models may not be able to adapt to new scenarios. For example, a model that is trained well for morning traffic may not work for the afternoon traffic because the traffic flow could be reversed, resulting in a very different state representation. In this paper, we propose a novel design called FRAP, which is based on the intuitive principle of phase competition in traffic signal control: when two traffic signals conflict, priority should be given to one with larger traffic movement (i.e., higher demand). Through the phase competition modeling, our model achieves invariance to symmetrical cases such as flipping and rotation in traffic flow. By conducting comprehensive experiments, we demonstrate that our model finds better solutions than existing RL methods in the complicated all-phase selection problem, converges much faster during training, and achieves superior generalizability for different road structures and traffic conditions.

Guanjie Zheng, Xinshi Zang, Nan Xu et al.

With the increasing availability of traffic data and advance of deep reinforcement learning techniques, there is an emerging trend of employing reinforcement learning (RL) for traffic signal control. A key question for applying RL to traffic signal control is how to define the reward and state. The ultimate objective in traffic signal control is to minimize the travel time, which is difficult to reach directly. Hence, existing studies often define reward as an ad-hoc weighted linear combination of several traffic measures. However, there is no guarantee that the travel time will be optimized with the reward. In addition, recent RL approaches use more complicated state (e.g., image) in order to describe the full traffic situation. However, none of the existing studies has discussed whether such a complex state representation is necessary. This extra complexity may lead to significantly slower learning process but may not necessarily bring significant performance gain. In this paper, we propose to re-examine the RL approaches through the lens of classic transportation theory. We ask the following questions: (1) How should we design the reward so that one can guarantee to minimize the travel time? (2) How to design a state representation which is concise yet sufficient to obtain the optimal solution? Our proposed method LIT is theoretically supported by the classic traffic signal control methods in transportation field. LIT has a very simple state and reward design, thus can serve as a building block for future RL approaches to traffic signal control. Extensive experiments on both synthetic and real datasets show that our method significantly outperforms the state-of-the-art traffic signal control methods.

Hua Wei, Guanjie Zheng, Vikash Gayah et al.

Traffic signal control is an important and challenging real-world problem, which aims to minimize the travel time of vehicles by coordinating their movements at the road intersections. Current traffic signal control systems in use still rely heavily on oversimplified information and rule-based methods, although we now have richer data, more computing power and advanced methods to drive the development of intelligent transportation. With the growing interest in intelligent transportation using machine learning methods like reinforcement learning, this survey covers the widely acknowledged transportation approaches and a comprehensive list of recent literature on reinforcement for traffic signal control. We hope this survey can foster interdisciplinary research on this important topic.

Huaxiu Yao, Yiding Liu, Ying Wei et al.

Spatial-temporal prediction is a fundamental problem for constructing smart city, which is useful for tasks such as traffic control, taxi dispatching, and environmental policy making. Due to data collection mechanism, it is common to see data collection with unbalanced spatial distributions. For example, some cities may release taxi data for multiple years while others only release a few days of data; some regions may have constant water quality data monitored by sensors whereas some regions only have a small collection of water samples. In this paper, we tackle the problem of spatial-temporal prediction for the cities with only a short period of data collection. We aim to utilize the long-period data from other cities via transfer learning. Different from previous studies that transfer knowledge from one single source city to a target city, we are the first to leverage information from multiple cities to increase the stability of transfer. Specifically, our proposed model is designed as a spatial-temporal network with a meta-learning paradigm. The meta-learning paradigm learns a well-generalized initialization of the spatial-temporal network, which can be effectively adapted to target cities. In addition, a pattern-based spatial-temporal memory is designed to distill long-term temporal information (i.e., periodicity). We conduct extensive experiments on two tasks: traffic (taxi and bike) prediction and water quality prediction. The experiments demonstrate the effectiveness of our proposed model over several competitive baseline models.

Yu-Hsuan Kuo, Zhenhui Li, Daniel Kifer

Advances in sensor technology have enabled the collection of large-scale datasets. Such datasets can be extremely noisy and often contain a significant amount of outliers that result from sensor malfunction or human operation faults. In order to utilize such data for real-world applications, it is critical to detect outliers so that models built from these datasets will not be skewed by outliers. In this paper, we propose a new outlier detection method that utilizes the correlations in the data (e.g., taxi trip distance vs. trip time). Different from existing outlier detection methods, we build a robust regression model that explicitly models the outliers and detects outliers simultaneously with the model fitting. We validate our approach on real-world datasets against methods specifically designed for each dataset as well as the state of the art outlier detectors. Our outlier detection method achieves better performances, demonstrating the robustness and generality of our method. Last, we report interesting case studies on some outliers that result from atypical events.

Huaxiu Yao, Xianfeng Tang, Hua Wei et al.

Traffic prediction has drawn increasing attention in AI research field due to the increasing availability of large-scale traffic data and its importance in the real world. For example, an accurate taxi demand prediction can assist taxi companies in pre-allocating taxis. The key challenge of traffic prediction lies in how to model the complex spatial dependencies and temporal dynamics. Although both factors have been considered in modeling, existing works make strong assumptions about spatial dependence and temporal dynamics, i.e., spatial dependence is stationary in time, and temporal dynamics is strictly periodical. However, in practice, the spatial dependence could be dynamic (i.e., changing from time to time), and the temporal dynamics could have some perturbation from one period to another period. In this paper, we make two important observations: (1) the spatial dependencies between locations are dynamic; and (2) the temporal dependency follows daily and weekly pattern but it is not strictly periodic for its dynamic temporal shifting. To address these two issues, we propose a novel Spatial-Temporal Dynamic Network (STDN), in which a flow gating mechanism is introduced to learn the dynamic similarity between locations, and a periodically shifted attention mechanism is designed to handle long-term periodic temporal shifting. To the best of our knowledge, this is the first work that tackles both issues in a unified framework. Our experimental results on real-world traffic datasets verify the effectiveness of the proposed method.

Huaxiu Yao, Fei Wu, Jintao Ke et al.

Taxi demand prediction is an important building block to enabling intelligent transportation systems in a smart city. An accurate prediction model can help the city pre-allocate resources to meet travel demand and to reduce empty taxis on streets which waste energy and worsen the traffic congestion. With the increasing popularity of taxi requesting services such as Uber and Didi Chuxing (in China), we are able to collect large-scale taxi demand data continuously. How to utilize such big data to improve the demand prediction is an interesting and critical real-world problem. Traditional demand prediction methods mostly rely on time series forecasting techniques, which fail to model the complex non-linear spatial and temporal relations. Recent advances in deep learning have shown superior performance on traditionally challenging tasks such as image classification by learning the complex features and correlations from large-scale data. This breakthrough has inspired researchers to explore deep learning techniques on traffic prediction problems. However, existing methods on traffic prediction have only considered spatial relation (e.g., using CNN) or temporal relation (e.g., using LSTM) independently. We propose a Deep Multi-View Spatial-Temporal Network (DMVST-Net) framework to model both spatial and temporal relations. Specifically, our proposed model consists of three views: temporal view (modeling correlations between future demand values with near time points via LSTM), spatial view (modeling local spatial correlation via local CNN), and semantic view (modeling correlations among regions sharing similar temporal patterns). Experiments on large-scale real taxi demand data demonstrate effectiveness of our approach over state-of-the-art methods.

Quanquan Gu, Zhenhui Li, Jiawei Han

Fisher score is one of the most widely used supervised feature selection methods. However, it selects each feature independently according to their scores under the Fisher criterion, which leads to a suboptimal subset of features. In this paper, we present a generalized Fisher score to jointly select features. It aims at finding an subset of features, which maximize the lower bound of traditional Fisher score. The resulting feature selection problem is a mixed integer programming, which can be reformulated as a quadratically constrained linear programming (QCLP). It is solved by cutting plane algorithm, in each iteration of which a multiple kernel learning problem is solved alternatively by multivariate ridge regression and projected gradient descent. Experiments on benchmark data sets indicate that the proposed method outperforms Fisher score as well as many other state-of-the-art feature selection methods.