Integrated Feature Selection for classification and Representation Learning with Group-Lasso

The latter is specifically designed to improve feature selection for high?dimensional sparse data. It comes from a paper posted to arXiv on 31 October 2026. The Least Absolute Shrinkage and Selection Operator (Lasso) has been widely employed for feature selection in linear models and has also been extended to multi-layer perceptron (MLP) networks for both feature and group feature selection. Group-Lasso has also been used in feature selection using feed-forward neural networks. To the best of our knowledge, this is the first study to incorporate the Group-Lasso principle into a Siamese network architecture for feature selection. Unlike existing approaches that primarily optimize classification accuracy, the proposed method aims to identify a compact subset of features that simultaneously preserves the intrinsic representation of the input data (the goal of Siamese network) and is expected to achieve high classification performance. Two variants of the proposed framework are developed: one based on the Euclidean distance and the other on a modified Jaccard similarity measure for real-valued vectors. The effectiveness of the proposed approach is demonstrated on 12 benchmark datasets with feature dimensions ranging from 6 to 7070 using eight different classifiers. Experimental results demonstrate that the proposed Siamese Lasso framework consistently identifies compact and discriminative feature subsets maintaining competitive or superior classification performance, although the loss function used explicitly did not consider any regularizer to learn classification. In addition, the quality of the embeddings produced by these networks is assessed using manifold learning techniques such as UMAP and t-SNE.

Why it counts

The latter is specifically designed to improve feature selection for high?dimensional sparse data. To the best of our knowledge, this is the first study to incorporate the Group-Lasso principle into a Siamese network architecture for feature selection.

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What is not known

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