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From a machine learning point of view, identifying a subset of relevant features from a real data set can be useful to improve the results achieved by classification methods and to reduce their time and space complexity. To achieve this…

Machine Learning · Computer Science 2017-05-23 Pietro Cassara , Alessandro Rozza , Mirco Nanni

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

Portfolio Management · Quantitative Finance 2018-07-03 Nathan Lassance , Frédéric Vrins

Machine learning algorithms have been increasingly deployed in critical automated decision-making systems that directly affect human lives. When these algorithms are only trained to minimize the training/test error, they could suffer from…

Machine Learning · Computer Science 2023-09-14 Sina Baharlouei , Maher Nouiehed , Ahmad Beirami , Meisam Razaviyayn

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

This paper considers an information bottleneck problem with the objective of obtaining a most informative representation of a hidden feature subject to a R\'enyi entropy complexity constraint. The optimal bottleneck trade-off between…

Information Theory · Computer Science 2021-02-01 Jian-Jia Weng , Fady Alajaji , Tamás Linder

App reviews in mobile app stores contain useful information which is used to improve applications and promote software evolution. This information is processed by automatic tools which prioritize reviews. In order to carry out this…

Software Engineering · Computer Science 2024-09-19 Andres Rojas Paredes , Brenda Mareco

Feature selection aims to select the smallest feature subset that yields the minimum generalization error. In the rich literature in feature selection, information theory-based approaches seek a subset of features such that the mutual…

Computer Vision and Pattern Recognition · Computer Science 2019-01-30 Shujian Yu , Jose C. Principe

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

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

Transformers are strong baselines in both vision and language because self-attention captures long-range dependencies across tokens. However, the cost of self-attention grows quadratically with the number of tokens. Patch pruning mitigates…

Computer Vision and Pattern Recognition · Computer Science 2026-04-07 Hiroaki Aizawa , Yuki Igaue

Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…

Statistical Mechanics · Physics 2008-04-30 Juan A. Bonachela , Haye Hinrichsen , Miguel A. Munoz

Document classification is the detection specific content of interest in text documents. In contrast to the data-driven machine learning classifiers, knowledge-based classifiers can be constructed based on domain specific knowledge, which…

Computation and Language · Computer Science 2022-06-07 AtMa P. O. Chan

We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…

Statistics Theory · Mathematics 2025-02-25 Shital Saha , Suchandan Kayal , N. Balakrishnan

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

In Machine Learning, feature selection entails selecting a subset of the available features in a dataset to use for model development. There are many motivations for feature selection, it may result in better models, it may provide insight…

Machine Learning · Computer Science 2021-06-14 Padraig Cunningham , Bahavathy Kathirgamanathan , Sarah Jane Delany

Feature selection plays an important role in the data mining process. It is needed to deal with the excessive number of features, which can become a computational burden on the learning algorithms. It is also necessary, even when…

Machine Learning · Computer Science 2015-10-13 Tarek Amr Abdallah , Beatriz de La Iglesia

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

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

Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on $\ell_1$…

Machine Learning · Computer Science 2024-06-19 Taisuke Yasuda , MohammadHossein Bateni , Lin Chen , Matthew Fahrbach , Gang Fu , Vahab Mirrokni
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