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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 discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…

Machine Learning · Statistics 2020-11-09 Juho Piironen , Markus Paasiniemi , Aki Vehtari

We present a nonparametric method for selecting informative features in high-dimensional clustering problems. We start with a screening step that uses a test for multimodality. Then we apply kernel density estimation and mode clustering to…

Statistics Theory · Mathematics 2014-06-10 Larry Wasserman , Martin Azizyan , Aarti Singh

Feature selection is generally used as one of the most important preprocessing techniques in machine learning, as it helps to reduce the dimensionality of data and assists researchers and practitioners in understanding data. Thereby, by…

Machine Learning · Computer Science 2021-04-26 Yiwen Liao , Raphaël Latty , Bin Yang

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

A common problem in machine learning is determining if a variable significantly contributes to a model's prediction performance. This problem is aggravated for datasets, such as gene expression datasets, that suffer the worst case of…

Methodology · Statistics 2023-10-13 Yue Wu , Ted Spaide , Kenji Nakamichi , Russell Van Gelder , Aaron Lee

Background: Embedded feature selection in high-dimensional data with very small sample sizes requires optimized hyperparameters for the model building process. For this hyperparameter optimization, nested cross-validation must be applied to…

Machine Learning · Computer Science 2022-09-13 Sigrun May , Sven Hartmann , Frank Klawonn

Along with the flourish of the information age, massive amounts of data are generated day by day. Due to the large-scale and high-dimensional characteristics of these data, it is often difficult to achieve better decision-making in…

Machine Learning · Computer Science 2023-04-04 Peican Zhu , Xin Hou , Keke Tang , Zhen Wang , Feiping Nie

Data acquisition, storage and management have been improved, while the key factors of many phenomena are not well known. Consequently, irrelevant and redundant features artificially increase the size of datasets, which complicates learning…

Machine Learning · Statistics 2017-04-05 Jean Golay , Michael Leuenberger , Mikhail Kanevski

Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…

Machine Learning · Computer Science 2020-06-01 Yan Min , Mao Ye , Liang Tian , Yulin Jian , Ce Zhu , Shangming Yang

We develop a simple and computationally efficient significance test for the features of a machine learning model. Our forward-selection approach applies to any model specification, learning task and variable type. The test is…

Machine Learning · Statistics 2019-10-15 Enguerrand Horel , Kay Giesecke

This paper proposes inverse feature learning as a novel supervised feature learning technique that learns a set of high-level features for classification based on an error representation approach. The key contribution of this method is to…

Machine Learning · Computer Science 2020-03-10 Behzad Ghazanfari , Fatemeh Afghah , MohammadTaghi Hajiaghayi

We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results…

Machine Learning · Statistics 2013-06-28 Mladen Kolar , Han Liu

Reliable estimation of feature contributions in machine learning models is essential for trust, transparency and regulatory compliance, especially when models are proprietary or otherwise operate as black boxes. While permutation-based…

Machine Learning · Statistics 2025-12-24 Albert Dorador

Feature selection is one of the most prominent learning tasks, especially in high-dimensional datasets in which the goal is to understand the mechanisms that underly the learning dataset. However most of them typically deliver just a flat…

Machine Learning · Computer Science 2012-09-06 Jun Wang , Alexandros Kalousis

In recent years, to improve the evolutionary algorithms used to solve optimization problems involving a large number of decision variables, many attempts have been made to simplify the problem solution space of a given problem for the…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Liang Feng , Qingxia Shang , Yaqing Hou , Kay Chen Tan , Yew-Soon Ong

Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods tend to overlook the structural correlation information between pairwise samples, which may…

Machine Learning · Computer Science 2019-07-02 Lu Bai , Lixin Cui , Yue Wang , Philip S. Yu , Edwin R. Hancock

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

In predictive modeling, overfitting poses a significant risk, particularly when the feature count surpasses the number of observations, a common scenario in high-dimensional data sets. To mitigate this risk, feature selection is employed to…

General Economics · Economics 2024-11-04 Mahdi Goldani , Soraya Asadi Tirvan

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