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We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…

Methodology · Statistics 2020-01-01 Abhijit Mandal , Samiran Ghosh

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Feature selection plays a crucial role in improving predictive accuracy by identifying relevant features while filtering out irrelevant ones. This study investigates the importance of effective feature selection in enhancing the performance…

Machine Learning · Computer Science 2024-03-12 Younes Ghazagh Jahed , Seyyed Ali Sadat Tavana

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

Excluding irrelevant features in a pattern recognition task plays an important role in maintaining a simpler machine learning model and optimizing the computational efficiency. Nowadays with the rise of large scale datasets, feature…

Machine Learning · Computer Science 2018-04-17 Saman Sadeghyan

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information…

Statistics Theory · Mathematics 2016-08-25 Jie Ding , Vahid Tarokh , Yuhong Yang

When applied to high-dimensional datasets, feature selection algorithms might still leave dozens of irrelevant variables in the dataset. Therefore, even after feature selection has been applied, classifiers must be prepared to the presence…

Machine Learning · Computer Science 2018-11-21 Danilo Vasconcellos Vargas , Hirotaka Takano , Junichi Murata

Feature selection with high-dimensional data and a very small proportion of relevant features poses a severe challenge to standard statistical methods. We have developed a new approach (HARVEST) that is straightforward to apply, albeit…

Machine Learning · Statistics 2018-03-01 Herbert Weisberg , Victor Pontes , Mathis Thoma

Feature selection is a critical step in high-dimensional classification tasks, particularly under challenging conditions of double imbalance, namely settings characterized by both class imbalance in the response variable and dimensional…

Methodology · Statistics 2025-06-13 Fabio Demaria

Feature selection is an important problem in high-dimensional data analysis and classification. Conventional feature selection approaches focus on detecting the features based on a redundancy criterion using learning and feature searching…

Computer Vision and Pattern Recognition · Computer Science 2012-01-31 Alex Pappachen James , Sima Dimitrijev

Feature selection is a crucial step in building machine learning models. This process is often achieved with accuracy as an objective, and can be cumbersome and computationally expensive for large-scale datasets. Several additional model…

Machine Learning · Computer Science 2024-03-15 Shubham Sharma , Sanghamitra Dutta , Emanuele Albini , Freddy Lecue , Daniele Magazzeni , Manuela Veloso

Automated variable selection is widely applied in statistical model development. Algorithms like forward, backward or stepwise selection are available in statistical software packages like R and SAS. Many researchers have criticized the use…

Methodology · Statistics 2023-06-19 Bernd Engelmann

This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…

Methodology · Statistics 2016-11-04 William B. Poland , Ross D. Shachter

Discovery of diagnostic and prognostic molecular markers is important and actively pursued the research field in cancer research. For complex diseases, this process is often performed using Machine Learning. The current study compares two…

Genomics · Quantitative Biology 2020-04-30 Aneta Polewko-Klim , Witold R. Rudnicki

Data acquisition, storage and management have been improved, while the key factors of many phenomena are not well known. Consequently, irrelevant and redundant features artificially increase the size of datasets, which complicates learning…

Machine Learning · Statistics 2017-04-05 Jean Golay , Michael Leuenberger , Mikhail Kanevski

This research aims to examine the usefulness of integrating various feature selection methods with regression algorithms for sleep quality prediction. A publicly accessible sleep quality dataset is used to analyze the effect of different…

Machine Learning · Computer Science 2023-03-07 Sai Rohith Tanuku , Venkat Tummala

Background and purpose: Heart disease has been one of the most important causes of death in the last 10 years, so the use of classification methods to diagnose and predict heart disease is very important. If this disease is predicted before…

Machine Learning · Computer Science 2021-03-16 Jafar Abdollahi , Babak Nouri-Moghaddam

We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival…

Methodology · Statistics 2008-12-18 Peter Bühlmann , Torsten Hothorn

We consider a new criterion-based approach to model selection in linear regression. Properties of selection criteria based on p-values of a likelihood ratio statistic are studied for families of linear regression models. We prove that such…

Statistics Theory · Mathematics 2012-05-21 Piotr Pokarowski , Jan Mielniczuk , Paweł Teisseyre

Nowadays, feature selection is frequently used in machine learning when there is a risk of performance degradation due to overfitting or when computational resources are limited. During the feature selection process, the subset of features…

Machine Learning · Computer Science 2023-01-02 Sergey A. Saltykov