Unsupervised Discriminative Feature Selection
This function implements l2,1-norm regularized discriminative feature selection for unsupervised learning, i.e., min_W Tr(W^T M W) + gamma ||W||_{2,1}, s.t. W^T W = I
Yang, Yi et al. "l2,1-Norm Regularized Discriminative Feature Selection for Unsupervised Learning." AAAI 2012.