Feature Selection for Unsupervised Learning Using Random Cluster Ensembles

In this paper, we propose another extension of the Random Forests paradigm to unlabeled data, leading to localized unsupervised feature selection (FS). We show that the way internal estimates are used to measure variable importance in Random Forests are also applicable to FS in unsupervised learning. We first illustrate the clustering performance of the proposed method on various data sets based on widely used external criteria of clustering quality. We then assess the accuracy and the scalability of the FS procedure on UCI and real labeled data sets and compare its effectiveness against other FS methods.