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Feature selection has drawn much attention over the last decades in machine learning because it can reduce data dimensionality while maintaining the original physical meaning of features, which enables better interpretability than feature…

Machine Learning · Computer Science 2022-09-27 Yiwen Liao , Jochen Rivoir , Raphaël Latty , Bin Yang

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

Methodology · Statistics 2020-08-17 Yuxiang Xie , Kwun Chuen Gary Chan

We consider the problem of selecting a small subset of representative variables from a large dataset. In the computer science literature, this dimensionality reduction problem is typically formalized as Column Subset Selection (CSS).…

Methodology · Statistics 2025-05-20 Anav Sood , Trevor Hastie

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

Methodology · Statistics 2026-03-10 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

Determining the most appropriate features for machine learning predictive models is challenging regarding performance and feature acquisition costs. In particular, global feature choice is limited given that some features will only benefit…

Machine Learning · Computer Science 2026-03-17 Gabriel Bernardino , Anders Jonsson , Patrick Clarysse , Nicolas Duchateau

Feature selection has been studied widely in the literature. However, the efficacy of the selection criteria for low sample size applications is neglected in most cases. Most of the existing feature selection criteria are based on the…

Computer Vision and Pattern Recognition · Computer Science 2018-07-16 S L Happy , Ramanarayan Mohanty , Aurobinda Routray

A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Alex Smola

Variable selection in linear regression has been a central topic in statistical research for decades. Bayesian variable selection methods, which account for uncertainty in both the regression coefficients and the noise variance, have…

Methodology · Statistics 2026-04-24 Leo L Duan

In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…

Methodology · Statistics 2010-06-08 X. Jessie Jeng And Z. John Daye

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

Variable selection in linear regression settings is a much discussed problem. Best subset selection (BSS) is often considered the intuitive 'gold standard', with its use being restricted only by its NP-hard nature. Alternatives such as the…

Methodology · Statistics 2023-02-24 Moritz Hanke , Louis Dijkstra , Ronja Foraita , Vanessa Didelez

In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…

Machine Learning · Computer Science 2022-08-18 Povilas Daniušis , Shubham Juneja , Lukas Kuzma , Virginijus Marcinkevičius

We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…

Statistics Theory · Mathematics 2026-02-16 Paul Rognon-Vael , David Rossell , Piotr Zwiernik

Incorporating feature selection into a classification or regression method often carries a number of advantages. In this paper we formalize feature selection specifically from a discriminative perspective of improving…

Machine Learning · Computer Science 2013-01-18 Tony S. Jebara , Tommi S. Jaakkola

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Generally, Lasso, Adaptive Lasso, and SCAD are standard approaches in variable selection in the presence of a large number of predictors. In recent years, during intensity function estimation for spatial point processes with a diverging…

Methodology · Statistics 2026-01-05 Debjoy Thakur , Soumendra N. Lahiri

Fine-tuning is a popular way of exploiting knowledge contained in a pre-trained convolutional network for a new visual recognition task. However, the orthogonal setting of transferring knowledge from a pretrained network to a visually…

Computer Vision and Pattern Recognition · Computer Science 2020-08-28 Amelie Royer , Christoph H. Lampert

A large number of different feature detectors has been proposed so far. Any existing approach presents strengths and weaknesses, which make a detector optimal only for a limited range of applications. A tool capable of selecting the optimal…

Computer Vision and Pattern Recognition · Computer Science 2016-05-20 Bruno Ferrarini , Shoaib Ehsan , Naveed Ur Rehman , Ales Leonardis , Klaus D. McDonald-Maier

Regular variation is often used as the starting point for modeling multivariate heavy-tailed data. A random vector is regularly varying if and only if its radial part $R$ is regularly varying and is asymptotically independent of the angular…

Statistics Theory · Mathematics 2018-03-28 Phyllis Wan , Richard A. Davis

For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang