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The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection…

Machine Learning · Statistics 2019-01-07 Makoto Yamada , Wittawat Jitkrittum , Leonid Sigal , Eric P. Xing , Masashi Sugiyama

We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such…

Machine Learning · Computer Science 2007-05-23 Le Song , Alex Smola , Arthur Gretton , Karsten Borgwardt , Justin Bedo

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Statistics Theory · Mathematics 2021-06-18 Tobias Freidling , Benjamin Poignard , Héctor Climente-González , Makoto Yamada

We propose a feature selection method that finds non-redundant features from a large and high-dimensional data in nonlinear way. Specifically, we propose a nonlinear extension of the non-negative least-angle regression (LARS) called…

Machine Learning · Statistics 2014-11-11 Makoto Yamada , Avishek Saha , Hua Ouyang , Dawei Yin , Yi Chang

A simple and intuitive method for feature selection consists of choosing the feature subset that maximizes a nonparametric measure of dependence between the response and the features. A popular proposal from the literature uses the…

Machine Learning · Statistics 2024-06-12 Keli Liu , Feng Ruan

How to select the active variables which have significant impact on the event of interest is a very important and meaningful problem in the statistical analysis of ultrahigh-dimensional data. Sure independent screening procedure has been…

Methodology · Statistics 2023-03-28 Xuerui Li , Yanyan Liu , Yankai Peng , Jing Zhang

In genomic studies, identifying biomarkers associated with a variable of interest is a major concern in biomedical research. Regularized approaches are classically used to perform variable selection in high-dimensional linear models.…

Methodology · Statistics 2020-07-22 Wencan Zhu , Céline Lévy-Leduc , Nils Ternès

Large-scale Hierarchical Classification (HC) involves datasets consisting of thousands of classes and millions of training instances with high-dimensional features posing several big data challenges. Feature selection that aims to select…

Machine Learning · Computer Science 2017-06-07 Azad Naik , Huzefa Rangwala

Feature selection is frequently used as a pre-processing step to machine learning. It is a process of choosing a subset of original features so that the feature space is optimally reduced according to a certain evaluation criterion. The…

Computer Vision and Pattern Recognition · Computer Science 2014-01-07 Vijendra Singh , Shivani Pathak

The applications of traditional statistical feature selection methods to high-dimension, low sample-size data often struggle and encounter challenging problems, such as overfitting, curse of dimensionality, computational infeasibility, and…

Machine Learning · Statistics 2023-12-19 Kexuan Li , Fangfang Wang , Lingli Yang , Ruiqi Liu

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

In this paper, we present a new adaptive feature scaling scheme for ultrahigh-dimensional feature selection on Big Data. To solve this problem effectively, we first reformulate it as a convex semi-infinite programming (SIP) problem and then…

Machine Learning · Computer Science 2019-12-17 Mingkui Tan , Ivor W. Tsang , Li Wang

Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…

Neural and Evolutionary Computing · Computer Science 2024-10-30 Azam Asilian Bidgoli , Shahryar Rahnamayan

Biological data including gene expression data are generally high-dimensional and require efficient, generalizable, and scalable machine-learning methods to discover their complex nonlinear patterns. The recent advances in machine learning…

Machine Learning · Computer Science 2020-12-21 Dinesh Singh , Héctor Climente-González , Mathis Petrovich , Eiryo Kawakami , Makoto Yamada

Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…

Methodology · Statistics 2014-03-19 Kasper Brink-Jensen , Claus Thorn Ekstrøm

The problem of selecting the most useful features from a great many (eg, thousands) of candidates arises in many areas of modern sciences. An interesting problem from genomic research is that, from thousands of genes that are active…

Applications · Statistics 2018-05-15 Longhai Li , Weixin Yao

Along with the desire to address more complex problems, feature selection methods have gained in importance. Feature selection methods can be classified into wrapper method, filter method, and embedded method. Being a powerful embedded…

Machine Learning · Computer Science 2021-08-30 Akihito Sudo , Teng Teck Hou , Masaki Yamaguchi , Yoshinori Tone

In this work, we study and analyze different feature selection algorithms that can be used to classify cancer subtypes in case of highly varying high-dimensional data. We apply three different feature selection methods on five different…

Machine Learning · Computer Science 2021-10-01 Vaibhav Sinha , Siladitya Dash , Nazma Naskar , Sk Md Mosaddek Hossain

Huge amount of applications in various fields, such as gene expression analysis or computer vision, undergo data sets with high-dimensional low-sample-size (HDLSS), which has putted forward great challenges for standard statistical and…

Machine Learning · Computer Science 2022-06-07 Liran Shen , Meng Joo Er , Qingbo Yin

We propose a novel approach, Sequential Lasso, for feature selection in linear regression models with ultra-high dimensional feature spaces. We investigate in this article the asymptotic properties of Sequential Lasso and establish its…

Methodology · Statistics 2011-07-15 Shan Luo , Zehua Chen
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