Semi-supervised Wrapper Feature Selection with Imperfect Labels

In this paper, we propose a new wrapper approach for semi-supervised feature selection. A common strategy in semi-supervised learning is to augment the training set by pseudo-labeled unlabeled examples. However, the pseudo-labeling procedure is prone to error and has a high risk of disrupting the learning algorithm with additional noisy labeled training data. To overcome this, we propose to model explicitly the mislabeling error during the learning phase with the overall aim of selecting the most relevant feature characteristics. We derive a $\mathcal{C}$-bound for Bayes classifiers trained over partially labeled training sets by taking into account the mislabeling errors. The risk bound is then considered as an objective function that is minimized over the space of possible feature subsets using a genetic algorithm. In order to produce both sparse and accurate solution, we propose a modification of a genetic algorithm with the crossover based on feature weights and recursive elimination of irrelevant features. Empirical results on different data sets show the effectiveness of our framework compared to several state-of-the-art semi-supervised feature selection approaches.