A new unsupervised feature selection algorithm, based on the concept of shared nearest neighbor distance between pattern pairs, is developed. A multi-objective framework is employed for the preservation of sample similarity, along with dimensionality reduction of the feature space. A reduced set of samples, chosen to preserve sample similarity, serves to reduce the effect of outliers on the feature selection procedure while also decreasing computational complexity. Experimental results on six sets of publicly available data demonstrate the effectiveness of this feature selection strategy. Comparative study with related methods based on different evaluation indices have demonstrated the superiority of the proposed algorithm. 
Multi-objective optimization of shared nearest neighbor similarity for feature selection