Feature Selection

This paper presents an application of the biologically realistic JASTAP neural network model to classification tasks. The JASTAP neural network model is presented as an alternative to the basic multi-layer perceptron model. An evolutionary procedure previously applied to the simultaneous solution of feature selection and neural network training on standard multi-layer perceptrons is extended with JASTAP model. Preliminary results on IRIS standard data set give evidence that this extension allows the use of smaller neural networks that can handle noisier data without any degradation in classification accuracy.

Deep learning models are used in critical applications, in which mistakes can have serious consequences. Therefore, it is crucial to understand how and why models generate predictions. This understanding provides useful information to check whether the model is learning the right patterns, detect biases in the data, improve model design, and build systems that can be trusted. This work proposes a new method for interpreting Convolutional Neural Networks in image classification tasks. The approach works by selecting the most representative feature maps that contribute to each prediction. To solve this combinatorial problem, we encode it into a quantum constrained optimization problem and propose to solve it using quantum annealing. We evaluate our method against the state-of-the-art explainable AI techniques, specifically GradCAM and GradCAM++, and observe an improved class disentanglement, i.e. the model's decision boundaries become more distinct and its reasoning more transparent. This demonstrates that our approach enhances the quality of explanations, making it easier to understand which features the model relies on for specific predictions. In addition, we study the computational behavior of the quantum annealing algorithm. Specifically, we analyze the minimum energy gap of the system during computation and the probability that the algorithm finds the correct solution. These analyses provide theoretical insight into why the method works effectively in practice.

We propose Noise-Based Spectral Embedding (NBSE), a physics-informed framework for selecting informative features from high-dimensional data without greedy search. NBSE constructs a sparse similarity graph on the samples and identifies the Nishimori temperature $β_N$ the critical inverse temperature at which the Bethe Hessian becomes singular. The corresponding smallest eigenvector captures the dominant mode of an intrinsically degree-corrected diffusion process, naturally reweighting nodes to prevent hub dominance. By transposing the data matrix and applying NBSE in feature space, we obtain a one-dimensional spectral embedding that reveals groups of redundant or semantically related dimensions; balanced binning then selects one representative per group. We prove that coloured Gaussian perturbations shift $β_N$ by at most $O(\barσ^2)$, guaranteeing robustness to measurement noise. Experiments on ImageNet embeddings from MobileNetV2 and EfficientNet-B4 show that NBSE preserves classification accuracy even under aggressive compression: on EfficientNet-B4 the accuracy drop is below $1\%$ when retaining only $30\%$ of features, outperforming ANOVA $F$-test and random selection by up to $6.8\%$.

Feature selection in high-dimensional genomic data ($d \gg n$) demands methods that are simultaneously accurate, sparse, and stable. Existing approaches either require manual threshold specification (mRMR, stability selection), produce unstable selections under data perturbation (Lasso, Boruta), or ignore biological structure entirely. We introduce StackFeat-RL, a meta-learning framework that optimises the hyperparameters of an iterative dual-criterion feature selection algorithm via REINFORCE policy gradients. The dual criterion, requiring both coefficient consistency and selection frequency, guards against two failure modes missed by single-criterion methods, while iterative accumulation provides convergence guarantees via the law of large numbers. On COVID-19 miRNA data (GSE240888, 332 features) and three Alzheimer's disease classification tasks (GSE84422, 13237 genes; Normal vs.\ Possible, Probable, and Definite AD), StackFeat-RL achieves the highest predictive accuracy among all evaluated methods, including ElasticNet, Boruta, mRMR, and stability selection, while requiring 3--4$\times$ fewer features. Keywords: feature selection, reinforcement learning, REINFORCE, elastic net, biomarker discovery, Alzheimer's disease, dual-criterion selection, protein interaction networks

The LASSO-Clip-EN (LCEN) algorithm was previously introduced for nonlinear, interpretable feature selection and machine learning. However, its design and use was limited to regression tasks. In this work, we create a modified version of the LCEN algorithm that is suitable for classification tasks and maintains its desirable properties, such as interpretability. This modified LCEN algorithm is evaluated on four widely used binary and multiclass classification datasets. In these experiments, LCEN is compared against 10 other model types and consistently reaches high test-set macro F$_1$ score and Matthews correlation coefficient (MCC) metrics, higher than that of the majority of investigated models. LCEN models for classification remain sparse, eliminating an average of 56% of all input features in the experiments performed. Furthermore, LCEN-selected features are used to retrain all models using the same data, leading to statistically significant performance improvements in three of the experiments and insignificant differences in the fourth when compared to using all features or other feature selection methods. Simultaneously, the weighted focal differentiable MCC (diffMCC) loss function is evaluated on the same datasets. Models trained with the diffMCC loss function are always the best-performing methods in these experiments, and reach test-set macro F$_1$ scores that are, on average, 4.9% higher and MCCs that are 8.5% higher than those obtained by models trained with the weighted cross-entropy loss. These results highlight the performance of LCEN as a feature selection and machine learning algorithm also for classification tasks, and how the diffMCC loss function can train very accurate models, surpassing the weighted cross-entropy loss in the tasks investigated.

This study aims to develop and improve machine learning-based post-processing models for precipitation, temperature, and wind speed predictions using the Mesoscale Model (MSM) dataset provided by the Japan Meteorological Agency (JMA) for 18 locations across Japan, including plains, mountainous regions, and islands. By incorporating meteorological variables from grid points surrounding the target locations as input features and applying feature selection based on correlation analysis, we found that, in our experimental setting, the LightGBM-based models achieved lower RMSE than the specific neural-network baselines tested in this study, including a reproduced CNN baseline, and also generally achieved lower RMSE than both the raw MSM forecasts and the JMA post-processing product, MSM Guidance (MSMG), across many locations and forecast lead times. Because precipitation has a highly skewed distribution with many zero cases, we additionally examined Tweedie-based loss functions and event-weighted training strategies for precipitation forecasting. These improved event-oriented performance relative to the original LightGBM model, especially at higher rainfall thresholds, although the gains were site dependent and overall performance remained slightly below MSMG.

Feature selection is a fundamental machine learning and data mining task, involved with discriminating redundant features from informative ones. It is an attempt to address the curse of dimensionality by removing the redundant features, while unlike dimensionality reduction methods, preserving explainability. Feature selection is conducted in both supervised and unsupervised settings, with different evaluation metrics employed to determine which feature selection algorithm is the best. In this paper, we propose FSEVAL, a feature selection evaluation toolbox accompanied with a visualization dashboard, with the goal to make it easy to comprehensively evaluate feature selection algorithms. FSEVAL aims to provide a standardized, unified, evaluation and visualization toolbox to help the researchers working in the field, conduct extensive and comprehensive evaluation of feature selection algorithms with ease.

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 hand, Shapley values are a classic solution concept from cooperative game theory that is widely used for feature attribution in general non-linear models with highly-dependent features. However, Shapley values are not naturally suited for feature selection since they tend to capture both direct effects from each feature to the response and indirect effects through other features. In this paper, we combine the advantages of Shapley values and adapt them to feature selection by proposing \emph{MinShap}, a modification of the Shapley value framework along with a suite of other related algorithms. In particular for MinShap, instead of taking the average marginal contributions over permutations of features, considers the minimum marginal contribution across permutations. We provide a theoretical foundation motivated by the faithfulness assumption in DAG (directed acyclic graphical models), a guarantee for the Type I error of MinShap, and show through numerical simulations and real data experiments that MinShap tends to outperform state-of-the-art feature selection algorithms such as LOCO, GCM and Lasso in terms of both accuracy and stability. We also introduce a suite of algorithms related to MinShap by using the multiple testing/p-value perspective that improves performance in lower-sample settings and provide supporting theoretical guarantees.

In this paper, we proposed Bayesian Tucker decomposition (BTuD) in which residual is supposed to obey Gaussian distribution analogous to linear regression. Although we have proposed an algorithm to perform the proposed BTuD, the conventional higher-order orthogonal iteration can generate Tucker decomposition consistent with the present implementation. Using the proposed BTuD, we can perform unsupervised feature selection successfully applied to various synthetic datasets, global coupled maps with randomized coupling strength, and gene expression profiles. Thus we can conclude that our newly proposed unsupervised feature selection method is promising. In addition to this, BTuD based unsupervised FE is expected to coincide with TD based unsupervised FE that were previously proposed and successfully applied to a wide range of problems.

Unsupervised learning of high-dimensional data is challenging due to irrelevant or noisy features obscuring underlying structures. It's common that only a few features, called the influential features, meaningfully define the clusters. Recovering these influential features is helpful in data interpretation and clustering. We propose i-IF-Learn, an iterative unsupervised framework that jointly performs feature selection and clustering. Our core innovation is an adaptive feature selection statistic that effectively combines pseudo-label supervision with unsupervised signals, dynamically adjusting based on intermediate label reliability to mitigate error propagation common in iterative frameworks. Leveraging low-dimensional embeddings (PCA or Laplacian eigenmaps) followed by $k$-means, i-IF-Learn simultaneously outputs influential feature subset and clustering labels. Numerical experiments on gene microarray and single-cell RNA-seq datasets show that i-IF-Learn significantly surpasses classical and deep clustering baselines. Furthermore, using our selected influential features as preprocessing substantially enhances downstream deep models such as DeepCluster, UMAP, and VAE, highlighting the importance and effectiveness of targeted feature selection. Code is available at: [https://github.com/mc25800852/i_if_learn].

Feature selection (FS) is essential for biomarker discovery and clinical predictive modeling. Over the past decades, methodological literature on FS has become rich and mature, offering a wide spectrum of algorithmic approaches. However, much of this methodological progress has not fully translated into applied biomedical research. Moreover, challenges inherent in biomedical data, such as high-dimensional feature space, low sample size, multicollinearity, and missing values, make FS non-trivial. To help bridge this gap between methodological development and practical application, we propose ROOFS (RObust biOmarker Feature Selection), a Python package available at https://gitlab.inria.fr/compo/roofs, designed to help researchers in the choice of FS method adapted to their problem. ROOFS benchmarks multiple FS methods on the user's data and generates reports summarizing a comprehensive set of evaluation metrics, including downstream predictive performance estimated using optimism correction, stability, robustness of individual features, and true positive and false positive rates assessed on semi-synthetic data with a simulated outcome. We demonstrate the utility of ROOFS on data from the PIONeeR clinical trial, aimed at identifying predictors of resistance to anti-PD-(L)1 immunotherapy in lung cancer. Of the 34 FS methods gathered in ROOFS, we evaluated 23 in combination with 11 classifiers (253 models) and identified a filter based on the union of Benjamini-Hochberg false discovery rate-adjusted p-values from t-test and logistic regression as the optimal approach, outperforming other methods including widely used LASSO. We conclude that comprehensive benchmarking with ROOFS has the potential to improve the reproducibility of FS discoveries and increase the translational value of clinical models.

We study the problem of fair cohort selection under uncertainty, motivated by university admissions where applicant outcomes are only partially observed. We consider both a one-shot setting, where a fixed policy is applied to a population, and a sequential setting, where policies are updated over time using data from previous admission years. We propose a policy optimization framework that combines probabilistic modeling of outcomes with policy gradient methods, supporting both logistic and neural network policies. In the sequential setting, the approach jointly updates the policy and the underlying models to adapt to evolving applicant populations. Experiments on a simulator grounded in real admission data show that adaptive policies substantially outperform static baselines in term of expected utility, especially under higher admission costs. Neural policies consistently achieve higher utility and adapt more effectively than simpler models, while maintaining favorable fairness properties over time. Our results demonstrate the importance of adaptivity and model expressiveness for decision-making under uncertainty.

Unsupervised feature selection is critical for improving clustering performance in high-dimensional data, where irrelevant features can obscure meaningful structure. In this work, we propose the Minkowski weighted $k$-means++, a novel initialisation strategy for the Minkowski Weighted $k$-means. Our initialisation selects centroids probabilistically using feature relevance estimates derived from the data itself. Building on this, we propose two new feature selection algorithms, FS-MWK++, which aggregates feature weights across a range of Minkowski exponents identifying stable and informative features, and SFS-MWK++, a scalable variant based on subsampling. We support our approach with a theoretical analysis, demonstrating that, under explicit assumptions on noise features and cluster structure, relevant features are assigned consistently higher weights than noise features across a range of Minkowski exponents. Our software can be found at https://github.com/xzhang4-ops1/FSMWK.

Fetal health classification is a critical task in obstetrics, enabling early identification and management of potential health problems. However, it remains challenging due to data complexity and limited labeled samples. This research paper presents a novel machine-learning approach for fetal health classification, leveraging a LightGBM classifier trained on a comprehensive dataset. The proposed model achieves an impressive accuracy of 98.31% on a test set. Our findings demonstrate the potential of machine learning in enhancing fetal health classification, offering a more objective and accurate assessment. Notably, our approach combines various features, such as fetal heart rate, uterine contractions, and maternal blood pressure, to provide a comprehensive evaluation. This methodology holds promise for improving early detection and treatment of fetal health issues, ensuring better outcomes for both mothers and babies. Beyond the high accuracy achieved, the novelty of our approach lies in its comprehensive feature selection and assessment methodology. By incorporating multiple data points, our model offers a more holistic and reliable evaluation compared to traditional methods. This research has significant implications in the field of obstetrics, paving the way for advancements in early detection and intervention of fetal health concerns. Future work involves validating the model on a larger dataset and developing a clinical application. Ultimately, we anticipate that our research will revolutionize the assessment and management of fetal health, contributing to improved healthcare outcomes for expectant mothers and their babies.

Mixtures of experts (MoE) are conditional mixture models in which both the mixing proportions and the component densities depend on the predictors, and are widely used for regression, classification and model-based clustering of heterogeneous data. Fitting MoE by maximum likelihood becomes unstable, and sometimes infeasible, when the predictors are numerous or correlated. We propose a regularized maximum likelihood framework for simultaneous parameter estimation and feature selection in MoE whose experts belong to the generalized linear model family, covering Gaussian, Poisson and multinomial responses within a single formulation. Sparsity is induced in both the gating network and the experts through $\ell_1$ penalties, and the penalized log-likelihood is maximized by a proximal Newton-EM algorithm whose M-step reduces to weighted Lasso problems with closed-form coordinate-ascent updates. Unlike existing penalized MoE procedures, the algorithm requires neither a local quadratic approximation of the penalty nor any matrix inversion, it returns exactly sparse estimates without thresholding, and a proximal Newton-type variant guarantees a monotone increase of the penalized objective at every iteration. On simulated data and five real data sets, the method recovers the actual sparsity support and delivers prediction and clustering accuracy that is competitive with, and often better than, state-of-the-art regularized MoE. The source codes of our developed algorithms and their documentation are publicly available on Github at https://github.com/nv-thin/GLM-RMoE.