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Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression…

Machine Learning · Statistics 2021-06-17 Ismael Lemhadri , Feng Ruan , Louis Abraham , Robert Tibshirani

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

Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…

Machine Learning · Computer Science 2020-07-09 Andrii Trelin , Aleš Procházka

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

Machine Learning · Computer Science 2016-07-29 Aida Brankovic , Alessandro Falsone , Maria Prandini , Luigi Piroddi

Scientific observations may consist of a large number of variables (features). Identifying a subset of meaningful features is often ignored in unsupervised learning, despite its potential for unraveling clear patterns hidden in the ambient…

Machine Learning · Computer Science 2020-11-10 Ofir Lindenbaum , Uri Shaham , Jonathan Svirsky , Erez Peterfreund , Yuval Kluger

Feature selection is a crucial tool in machine learning and is widely applied across various scientific disciplines. Traditional supervised methods generally identify a universal set of informative features for the entire population.…

Machine Learning · Computer Science 2024-06-11 Ram Dyuthi Sristi , Ofir Lindenbaum , Shira Lifshitz , Maria Lavzin , Jackie Schiller , Gal Mishne , Hadas Benisty

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi

Feature selection is crucial for pinpointing relevant features in high-dimensional datasets, mitigating the 'curse of dimensionality,' and enhancing machine learning performance. Traditional feature selection methods for classification use…

Machine Learning · Computer Science 2025-04-08 Rittwika Kansabanik , Adrian Barbu

High-dimensional feature selection is a central problem in a variety of application domains such as machine learning, image analysis, and genomics. In this paper, we propose graph-based tests as a useful basis for feature selection. We…

Methodology · Statistics 2024-08-13 Swarnadip Ghosh , Somabha Mukherjee , Divyansh Agarwal , Yichen He , Mingzhi Song , Xuejiao Pei

Feature selection is playing an increasingly significant role with respect to many computer vision applications spanning from object recognition to visual object tracking. However, most of the recent solutions in feature selection are not…

Computer Vision and Pattern Recognition · Computer Science 2017-07-25 Giorgio Roffo , Simone Melzi , Umberto Castellani , Alessandro Vinciarelli

Gaussian graphical models are widely utilized to infer and visualize networks of dependencies between continuous variables. However, inferring the graph is difficult when the sample size is small compared to the number of variables. To…

Statistics Theory · Mathematics 2016-09-30 Emilie Devijver , Mélina Gallopin

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

The goal of feature selection is to choose the optimal subset of features for a recognition task by evaluating the importance of each feature, thereby achieving effective dimensionality reduction. Currently, proposed feature selection…

Machine Learning · Computer Science 2024-02-27 Zhenxing Zhang , Jun Ge , Zheng Wei , Chunjie Zhou , Yilei Wang

Feature selection is important step in machine learning since it has shown to improve prediction accuracy while depressing the curse of dimensionality of high dimensional data. The neural networks have experienced tremendous success in…

Machine Learning · Computer Science 2021-07-13 Peter Bugata , Peter Drotar

Feature selection is an important task in many problems occurring in pattern recognition, bioinformatics, machine learning and data mining applications. The feature selection approach enables us to reduce the computation burden and the…

Machine Learning · Computer Science 2016-08-30 Hadi Zare , Mojtaba Niazi

We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…

Methodology · Statistics 2025-10-31 Zhiqiang Liao , Zhaonan Qu

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

We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…

Statistics Theory · Mathematics 2009-09-11 Ikhlef Bechar
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