Feature weighting as a tool for unsupervised feature selection

•We generate cluster-dependent feature weights reflecting the relevance of features.•Features with a relatively low weight are removed from a data set.•Our methods outperform other popular alternatives in synthetic and real-world data.

Feature selection is a popular data pre-processing step. The aim is to remove some of the features in a data set with minimum information loss, leading to a number of benefits including faster running time and easier data visualisation. In this paper we introduce two unsupervised feature selection algorithms. These make use of a cluster-dependent feature-weighting mechanism reflecting the within-cluster degree of relevance of a given feature. Those features with a relatively low weight are removed from the data set. We compare our algorithms to two other popular alternatives using a number of experiments on both synthetic and real-world data sets, with and without added noisy features. These experiments demonstrate our algorithms clearly outperform the alternatives.