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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

We propose a computationally efficient inferential procedure for longitudinal function-on-function regression. The method follows a marginal three-step approach: (1) fit massive pointwise longitudinal scalar-on-function regression models,…

Methodology · Statistics 2026-05-04 Leif Verace , Siobhan McMahon , Erjia Cui

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

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

This paper introduces a Factor Augmented Sparse Throughput (FAST) model that utilizes both latent factors and sparse idiosyncratic components for nonparametric regression. The FAST model bridges factor models on one end and sparse…

Statistics Theory · Mathematics 2023-11-28 Jianqing Fan , Yihong Gu

Feature selection is a critical component in predictive analytics that significantly affects the prediction accuracy and interpretability of models. Intrinsic methods for feature selection are built directly into model learning, providing a…

Machine Learning · Computer Science 2024-03-19 Theodor Stoecker , Nico Hambauer , Patrick Zschech , Mathias Kraus

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for constructing optimal explanatory factors from a parsimonious subset…

Methodology · Statistics 2016-10-27 Yiyuan She

This paper presents an innovative approach to dimensionality reduction and feature extraction in high-dimensional datasets, with a specific application focus on wood surface defect detection. The proposed framework integrates sparse…

Machine Learning · Computer Science 2024-10-01 Harish Neelam , Koushik Sai Veerella , Souradip Biswas

Feature selection is popular for obtaining small, interpretable, yet highly accurate prediction models. Conventional feature-selection methods typically yield one feature set only, which might not suffice in some scenarios. For example,…

Machine Learning · Computer Science 2025-02-07 Jakob Bach

As one of the most powerful tools for examining the association between functional covariates and a response, the functional regression model has been widely adopted in various interdisciplinary studies. Usually, a limited number of…

Methodology · Statistics 2025-01-07 Hanteng Ma , Ziliang Shen , Xingdong Feng , Xin Liu

Applications of functional data with large numbers of predictors have grown precipitously in recent years, driven, in part, by rapid advances in genotyping technologies. Given the large numbers of genetic mutations encountered in genetic…

Statistics Theory · Mathematics 2016-10-25 Zhaohu Fan , Matthew Reimherr

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

High-dimensional measurements are often correlated which motivates their approximation by factor models. This holds also true when features are engineered via low-dimensional interactions or kernel tricks. This often results in over…

Applications · Statistics 2025-09-03 Xiaonan Zhu , Bingyan Wang , Jianqing Fan

Feature selection is a preprocessing step which plays a crucial role in the domain of machine learning and data mining. Feature selection methods have been shown to be effctive in removing redundant and irrelevant features, improving the…

Machine Learning · Computer Science 2021-06-01 Xiongshi Deng , Min Li , Lei Wang , Qikang Wan

Interpretable models can have advantages over black-box models, and interpretability is essential for the application of machine learning in critical settings, such as aviation or medicine. This article introduces the LASSO-Clip-EN (LCEN)…

Machine Learning · Computer Science 2025-12-02 Pedro Seber , Richard D. Braatz

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…

Optimization and Control · Mathematics 2023-12-29 Raghu Bollapragada , Cem Karamanli , Brendan Keith , Boyan Lazarov , Socratis Petrides , Jingyi Wang

Due to the vast testing space, the increasing demand for effective and efficient testing of deep neural networks (DNNs) has led to the development of various DNN test case prioritization techniques. However, the fact that DNNs can deliver…

Software Engineering · Computer Science 2024-09-17 Jialuo Chen , Jingyi Wang , Xiyue Zhang , Youcheng Sun , Marta Kwiatkowska , Jiming Chen , Peng Cheng

We present a new methodology for simultaneous variable selection and parameter estimation in function-on-scalar regression with an ultra-high dimensional predictor vector. We extend the LASSO to functional data in both the $\textit{dense}$…

Statistics Theory · Mathematics 2016-10-25 Rina Foygel Barber , Matthew Reimherr , Thomas Schill