Multi-view feature selection via sparse tensor regression

In this paper, we propose a sparse tensor regression model for multi-view feature selection. Apart from the most of existing methods, our model adopts a tensor structure to represent multi-view data, which aims to explore their underlying high-order correlations. Based on this tensor structure, our model can effectively select the meaningful feature set for each view. We also develop an iterative optimization algorithm to solve our model, together with analysis about the convergence and computational complexity. Experimental results on several popular multi-view data sets confirm the effectiveness of our model.