U-FLEX: Unsupervised Feature Learning with Evolutionary eXploration

Feature selection is an essential task in machine learning and data mining that involves identifying a subset of relevant features from a larger set. This paper proposes a novel technique for unsupervised feature selection based on a Neural Network in conjunction with an evolutionary algorithm. The proposed method aims to extract subsets of the most discriminative and relevant features from high-dimensional data, which can be eventually used for efficient and accurate machine learning. An evolutionary algorithm is employed to generate the feature subsets, and the goodness of a feature subset is evaluated through the ability of a neural network to reconstruct the whole original input space by mean squared error minimization (in an auto-encoder fashion). Experimental results demonstrate the effectiveness of the proposed approach in finding relevant feature subsets for successive learning tasks, achieving better classification and regression accuracy compared to state-of-the-art feature selection methods.