Supervised context-aware non-negative matrix factorization to handle high-dimensional high-correlated imbalanced biomedical data

Traditional feature selection techniques are used to identify a subset of the most useful features, and consider the rest as unimportant, redundant or noisy. In the presence of highly correlated features, many variable selection methods consider correlated features as redundant and need to be removed. In this paper, a novel supervised feature selection algorithm SCANMF is proposed by jointly integrating correlation analysis and structural analysis of the balanced supervised non-negative matrix factorization (NMF). Furthermore, ℓ
_2,1
-norm minimization constraint is incorporated into the objective function to guarantee sparsity in the feature matrix rows and reduce noisy features. Our algorithm exploits the discriminative information, feature combinations, and the original features in the context of a supervised NMF method which can be beneficial for both classification and interpretation. An efficient iterative algorithm is designed to solve the constrained optimization problem with guaranteed convergence. Finally, a series of extensive experiments are conducted on 8 complex datasets. Promising results using multiple classifiers demonstrate the effectiveness and efficiency of our algorithm over state-of-the-art methods.