This paper deals with feature selection using supervised classification on high dimensional datasets. A classical approach is to project data on a low dimensional space and classify by minimizing an appropriate quadratic cost. Our first contribution is to introduce a matrix of centers in the definition of this cost. Moreover, as quadratic costs are not robust to outliers, we propose to use an $\ell_1$ cost instead (or Huber loss to mitigate overfitting issues). While control on sparsity is commonly obtained by adding an $\ell_1$ constraint on the vectorized matrix of weights used for projecting the data, our second contribution is to enforce structured sparsity. To this end we propose constraints that take into account the matrix structure of the data, based either on the nuclear norm, on the $\ell_{2,1}$ norm, or on the $\ell_{1,2}$ norm for which we provide a new projection algorithm. We optimize simultaneously the projection matrix and the matrix of centers thanks to a new tailored constrained primal-dual method. The primal-dual framework is general enough to encompass the various robust losses and structured constraints we use, and allows a convergence analysis. We demonstrate the effectiveness of the approach on three biological datasets. Our primal-dual method with robust losses, adaptive centers and structured constraints does significantly better than classical methods, both in terms of accuracy and computational time.

In recent years, deep neural networks (DNN) have been applied to different domains and achieved dramatic performance improvements over state-of-the-art classical methods. These performances of DNNs were however often obtained with networks containing millions of parameters and which training required heavy computational power. In order to cope with this computational issue a huge literature deals with proximal regularization methods which are time consuming.\\ In this paper, we propose instead a constrained approach. We provide the general framework for our new splitting projection gradient method. Our splitting algorithm iterates a gradient step and a projection on convex sets. We study algorithms for different constraints: the classical $\ell_1$ unstructured constraint and structured constraints such as the nuclear norm, the $\ell_{2,1} $ constraint (Group LASSO). We propose a new $\ell_{1,1} $ structured constraint for which we provide a new projection algorithm We demonstrate the effectiveness of our method on three popular datasets (MNIST, Fashion MNIST and CIFAR). Experiments on these datasets show that our splitting projection method with our new $\ell_{1,1} $ structured constraint provides the best reduction of memory and computational power. Experiments show that fully connected linear DNN are more efficient for green AI.