Correlated multi-label feature selection

Quanquan Gu, Zhenhui Li, Jiawei Han

Research output: Chapter in Book/Report/Conference proceedingConference contribution


Multi-label learning studies the problem where each instance is associated with a set of labels. There are two challenges in multi-label learning: (1) the labels are interdependent and correlated, and (2) the data are of high dimensionality. In this paper, we aim to tackle these challenges in one shot. In particular, we propose to learn the label correlation and do feature selection simultaneously. We introduce a matrix-variate Normal prior distribution on the weight vectors of the classifier to model the label correlation. Our goal is to find a subset of features, based on which the label correlation regularized loss of label ranking is minimized. The resulting multi-label feature selection problem is a mixed integer programming, which is reformulated as quadratically constrained linear programming (QCLP). It can be solved by cutting plane algorithm, in each iteration of which a minimax optimization problem is solved by dual coordinate descent and projected sub-gradient descent alternatively. Experiments on benchmark data sets illustrate that the proposed methods outperform single-label feature selection method and many other state-of-the-art multi-label learning methods.

Original languageEnglish (US)
Title of host publicationCIKM'11 - Proceedings of the 2011 ACM International Conference on Information and Knowledge Management
Number of pages10
StatePublished - 2011
Event20th ACM Conference on Information and Knowledge Management, CIKM'11 - Glasgow, United Kingdom
Duration: Oct 24 2011Oct 28 2011

Publication series

NameInternational Conference on Information and Knowledge Management, Proceedings


Other20th ACM Conference on Information and Knowledge Management, CIKM'11
Country/TerritoryUnited Kingdom


  • cutting plane
  • dual coordinate descent
  • feature selection
  • label correlation
  • multi-label learning

ASJC Scopus subject areas

  • General Decision Sciences
  • General Business, Management and Accounting


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