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In the data-rich environment, using many economic predictors to forecast a few key variables has become a new trend in econometrics. The commonly used approach is factor augment (FA) approach. In this paper, we pursue another direction,…

Econometrics · Economics 2020-07-21 Zhenzhong Wang , Zhengyuan Zhu , Cindy Yu

The proposed pruning strategy offers merits over weight-based pruning techniques: (1) it avoids irregular memory access since representations and matrices can be squeezed into their smaller but dense counterparts, leading to greater…

Computation and Language · Computer Science 2021-08-31 Chun Fan , Jiwei Li , Xiang Ao , Fei Wu , Yuxian Meng , Xiaofei Sun

High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statistical learning and scientific discoveries. The traditional…

Statistics Theory · Mathematics 2009-10-08 Jianqing Fan , Jinchi Lv

Variable selection in linear regression models has been a problem since hypothesis testing began. Which variables to include or exclude from a model is not an easy task. Techniques such as Forward, Back ward, Stepwise Regression…

Methodology · Statistics 2026-05-01 By Riyadh Alrawkan , Edward Boone , Ryad Ghanam , Anton Westveld

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

Methodology · Statistics 2022-02-22 Jiahui Zou , Chaoxia Yuan , Xinyu Zhang , Guohua Zou , Alan T. K. Wan

Feature selection is a crucial step in developing robust and powerful machine learning models. Feature selection techniques can be divided into two categories: filter and wrapper methods. While wrapper methods commonly result in strong…

Machine Learning · Computer Science 2022-07-07 Jarne Verhaeghe , Jeroen Van Der Donckt , Femke Ongenae , Sofie Van Hoecke

The purpose of this study is to introduce a new approach to feature ranking for classification tasks, called in what follows greedy feature selection. In statistical learning, feature selection is usually realized by means of methods that…

Machine Learning · Statistics 2024-03-11 Fabiana Camattari , Sabrina Guastavino , Francesco Marchetti , Michele Piana , Emma Perracchione

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

Recent discussion of the success of feature selection methods has argued that focusing on a relatively small number of features has been counterproductive. Instead, it is suggested, the number of significant features can be in the thousands…

Statistics Theory · Mathematics 2014-07-10 Peter Hall , Jiashun Jin , Hugh Miller

In machine learning and pattern recognition, feature selection has been a hot topic in the literature. Unsupervised feature selection is challenging due to the loss of labels which would supply the related information.How to define an…

Machine Learning · Computer Science 2015-01-14 Chang Liu , Yi Xu

Breast cancer detection is still an open research field, despite a tremendous effort devoted to work in this area. Effect size is a statistical concept that measures the strength of the relationship between two variables on a numeric scale.…

Machine Learning · Statistics 2024-11-12 Nicolas Masino , Antonio Quintero-Rincon

Feature or variable selection is a problem inherent to large data sets. While many methods have been proposed to deal with this problem, some can scale poorly with the number of predictors in a data set. Screening methods scale linearly…

Methodology · Statistics 2023-01-09 Naveed Merchant , Jeffrey D. Hart

Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield…

Machine Learning · Statistics 2020-02-14 Martin Binder , Julia Moosbauer , Janek Thomas , Bernd Bischl

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

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

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 is critical in machine learning to reduce dimensionality and improve model accuracy and efficiency. The exponential growth in feature space dimensionality for modern datasets directly results in ambiguous samples and…

Quantum Physics · Physics 2023-11-30 Haiyan Wang

The performance of penalized likelihood approaches depends profoundly on the selection of the tuning parameter; however, there is no commonly agreed-upon criterion for choosing the tuning parameter. Moreover, penalized likelihood estimation…

Methodology · Statistics 2018-05-09 Yang Liu , Peng Wang

Feature selection has been recently used in the area of software engineering for improving the accuracy and robustness of software cost models. The idea behind selecting the most informative subset of features from a pool of available cost…

Software Engineering · Computer Science 2023-12-21 Efi Papatheocharous , Harris Papadopoulos , Andreas S. Andreou

In machine learning, the process of feature selection involves finding a reduced subset of features that captures most of the information required to train an accurate and efficient model. This work presents FeatureCuts, a novel feature…

Machine Learning · Computer Science 2025-08-05 Andy Hu , Devika Prasad , Luiz Pizzato , Nicholas Foord , Arman Abrahamyan , Anna Leontjeva , Cooper Doyle , Dan Jermyn

Classic feature selection techniques remove those features that are either irrelevant or redundant, achieving a subset of relevant features that help to provide a better knowledge extraction. This allows the creation of compact models that…

Machine Learning · Computer Science 2020-12-16 Brais Cancela , Verónica Bolón-Canedo , Amparo Alonso-Betanzos , João Gama