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The amount of information in the form of features and variables avail- able to machine learning algorithms is ever increasing. This can lead to classifiers that are prone to overfitting in high dimensions, high di- mensional models do not…

Machine Learning · Computer Science 2014-02-12 Aaron Karper

In the context of supervised parametric models, we introduce the concept of e-values. An e-value is a scalar quantity that represents the proximity of the sampling distribution of parameter estimates in a model trained on a subset of…

Machine Learning · Statistics 2022-07-19 Subhabrata Majumdar , Snigdhansu Chatterjee

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 goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

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

Feature selection, as a data preprocessing strategy, has been proven to be effective and efficient in preparing data (especially high-dimensional data) for various data mining and machine learning problems. The objectives of feature…

Machine Learning · Computer Science 2018-08-28 Jundong Li , Kewei Cheng , Suhang Wang , Fred Morstatter , Robert P. Trevino , Jiliang Tang , Huan Liu

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

Feature Selection is a crucial procedure in Data Science tasks such as Classification, since it identifies the relevant variables, making thus the classification procedures more interpretable, cheaper in terms of measurement and more…

Machine Learning · Statistics 2024-01-17 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

The representational capacity of modern neural network architectures has made them a default choice in various applications with high dimensional feature sets. But these high dimensional and potentially noisy features combined with the…

Machine Learning · Computer Science 2020-10-13 Vinay Varma K

Feature selection in reinforcement learning (RL), i.e. choosing basis functions such that useful approximations of the unkown value function can be obtained, is one of the main challenges in scaling RL to real-world applications. Here we…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Peter Stone

Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…

Methodology · Statistics 2018-02-01 Siliang Gong , Kai Zhang , Yufeng Liu

Machine learning models usually assume that a set of feature values used to obtain an output is fixed in advance. However, in many real-world problems, a cost is associated with measuring these features. To address the issue of reducing…

Machine Learning · Computer Science 2025-03-13 Katsumi Takahashi , Koh Takeuchi , Hisashi Kashima

Many computer vision and medical imaging problems are faced with learning from large-scale datasets, with millions of observations and features. In this paper we propose a novel efficient learning scheme that tightens a sparsity constraint…

Machine Learning · Statistics 2017-02-07 Adrian Barbu , Yiyuan She , Liangjing Ding , Gary Gramajo

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

While achieving high prediction accuracy is a fundamental goal in machine learning, an equally important task is finding a small number of features with high explanatory power. One popular selection technique is permutation importance,…

Machine Learning · Statistics 2024-10-02 Min Lu , Hemant Ishwaran

Many statistical methods have been proposed for variable selection in the past century, but few balance inference and prediction tasks well. Here we report on a novel variable selection approach called Penalized regression with…

Methodology · Statistics 2021-06-16 Yi Zuo , Thomas G. Stewart , Jeffrey D. Blume

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…

Applications · Statistics 2017-11-10 Elizabeth P. Chou , Tzu-Wei Ko

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

Feature selection is an important process in machine learning and knowledge discovery. By selecting the most informative features and eliminating irrelevant ones, the performance of learning algorithms can be improved and the extraction of…

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

Feature selection is an essential process in machine learning, especially when dealing with high-dimensional datasets. It helps reduce the complexity of machine learning models, improve performance, mitigate overfitting, and decrease…

Machine Learning · Computer Science 2024-10-10 Egor Kraev , Baran Koseoglu , Luca Traverso , Mohammed Topiwalla
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