Manifold elastic net: a unified framework for sparse dimension reduction

It is difficult to find the optimal sparse solution of a manifold learning based dimensionality reduction algorithm. The lasso or the elastic net penalized manifold learning based dimensionality reduction is not directly a lasso penalized least square problem and thus the least angle regression (LARS) (Efron et al., Ann Stat 32(2):407–499, 2004), one of the most popular algorithms in sparse learning, cannot be applied. Therefore, most current approaches take indirect ways or have strict settings, which can be inconvenient for applications. In this paper, we proposed the manifold elastic net or MEN for short. MEN incorporates the merits of both the manifold learning based dimensionality reduction and the sparse learning based dimensionality reduction. By using a series of equivalent transformations, we show MEN is equivalent to the lasso penalized least square problem and thus LARS is adopted to obtain the optimal sparse solution of MEN. In particular, MEN has the following advantages for subsequent classification: (1) the local geometry of samples is well preserved for low dimensional data representation, (2) both the margin maximization and the classification error minimization are considered for sparse projection calculation, (3) the projection matrix of MEN improves the parsimony in computation, (4) the elastic net penalty reduces the over-fitting problem, and (5) the projection matrix of MEN can be interpreted psychologically and physiologically. Experimental evidence on face recognition over various popular datasets suggests that MEN is superior to top level dimensionality reduction algorithms.