Feature Selection

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Overview

Feature selection studies which variables, channels, bands, or learned dimensions carry useful information, aiming to simplify models and improve prediction, interpretation, or measurement efficiency. Common approaches include Lasso and elastic net regularization, filters such as mRMR and Boruta, Bayesian spike-and-slab models, and wrapper or evolutionary searches; newer methods use neural gates, attribution scores, and sequential policies. Unsupervised methods select features for clustering or representation learning, while applications span tabular data, omics, EEG, hyperspectral imagery, and time series. A central challenge is that selected features can change with correlated inputs, evaluation design, or distribution shifts, so predictive accuracy must be considered alongside stability, error control, computational cost, and strong baselines.

Latest papers

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196 papers27 papers in the last four weeks, up 59% on the four weeks before. 0.2% of all new papers.

Apr 16, 2026

MinShap: A Modified Shapley Value Approach for Feature Selection

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 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.

Chenghui Zheng, Garvesh Raskutti

Department of Statistics, University of Wisconsin - Madison, Madison, WI 53706

Shapley Value AttributionFeature SelectionStatistical Learning TheoryMultiple Hypothesis Testing
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Apr 16, 2026

Unsupervised feature selection using Bayesian Tucker decomposition

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.

Y-h. Taguchi, Yoh-ichi Mototake

Department of Physics, Chuo University, Tokyo, 112-8551, Japan. · Graduate School of Social Data Science, Hitotsubashi University, Tokyo, 186-8601, Japan.

Tensor DecompositionFeature SelectionTucker Decomposition
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Apr 15, 2026

Mamba-SSM with LLM Reasoning for Feature Selection: Faithfulness-Aware Biomarker Discovery

Gradient saliency from deep sequence models surfaces candidate biomarkers efficiently, but the resulting gene lists can be contaminated by tissue-composition confounders that degrade downstream classifiers. We study whether LLM chain-of-thought (CoT) reasoning can filter these confounders, and whether reasoning quality is associated with downstream performance. We train a Mamba SSM on TCGA-BRCA RNA-seq and extract the top-50 genes by gradient saliency; DeepSeek-R1 evaluates every candidate with structured CoT to produce a final 17-gene set. On the held-out test split, the raw 50-gene saliency set (no LLM) performs worse than a 5,000-gene variance baseline (AUC 0.832 vs. 0.903), while the LLM-filtered set surpasses it (AUC 0.927), using 294x fewer features. A faithfulness audit (COSMIC CGC, OncoKB, PAM50) shows that 6 of 17 selected genes (35.3%) are validated BRCA biomarkers, while 10 of 16 known BRCA genes present in the input were missed - including FOXA1. This divergence between downstream performance and reasoning faithfulness suggests selective faithfulness in this setting: targeted confounder removal can improve predictive performance without comprehensive recall.

Pushpa Kumar Balan, Aijing Feng

Department of Computer Science and Cybersecurity, University of Central Missouri

Feature SelectionScientific DiscoveryCancer GenomicsLLM Reasoning
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Apr 14, 2026

SMART Fine-tuning Factor Augmented Neural Lasso

Fine-tuning is a widely used strategy for adapting pre-trained models to new tasks, yet its methodology and theoretical properties in high-dimensional nonparametric settings with variable selection have not yet been developed. We propose a source-model-augmented residual tuning (SMART) framework, which incorporates the pre-trained source model as an augmented feature into the target learner and estimates only the residual target-specific component. The approach is widely applicable, from parametric and sparse models to neural networks and blackbox machine learning models. We focus on the development of fine-tuning factor-augmented neural Lasso, resulting in SMART-FAN-Lasso. This transfer-learning framework for high-dimensional nonparametric regression with variable selection simultaneously handles covariate and posterior shifts. We use a low-rank factor structure to manage high-dimensional dependent covariates and a residual tuning decomposition in which the target function is expressed as a function of source model and other target-specific variables, thereby reducing the effective complexity of the target task. We derive minimax-optimal excess risk bounds, characterizing the precise conditions, in terms of relative sample sizes and function complexities, under which fine-tuning yields statistical acceleration over single-task learning. Extensive numerical experiments across diverse covariate- and posterior-shift scenarios demonstrate that SMART-FAN-Lasso consistently outperforms standard baselines and achieves near-oracle performance even under severe target sample size constraints, empirically validating the derived rates.

Jinhang Chai, Jianqing Fan, Cheng Gao +1

Department of Operations Research and Financial Engineering, Princeton University

Fine-TuningTransfer LearningNonparametric RegressionFeature SelectionStatistical Learning TheoryResidual Learning
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Apr 13, 2026

NetworkNet: A Deep Neural Network Approach for Random Networks with Sparse Nodal Attributes and Complex Nodal Heterogeneity

Heterogeneous network data with rich nodal information become increasingly prevalent across multidisciplinary research, yet accurately modeling complex nodal heterogeneity and simultaneously selecting influential nodal attributes remains an open challenge. This problem is central to many applications in economics and sociology, when both nodal heterogeneity and high-dimensional individual characteristics highly affect network formation. We propose a statistically grounded, unified deep neural network approach for modeling nodal heterogeneity in random networks with high-dimensional nodal attributes, namely ``NetworkNet''. A key innovation of NetworkNet lies in a tailored neural architecture that explicitly parameterizes attribute-driven heterogeneity, and at the same time, embeds a scalable attribute selection mechanism. NetworkNet consistently estimates two types of latent heterogeneity functions, i.e., nodal expansiveness and popularity, while simultaneously performing data-driven attribute selection to extract influential nodal attributes. By unifying classical statistical network modeling with deep learning, NetworkNet delivers the expressive power of DNNs with methodological interpretability, algorithmic scalability, and statistical rigor with a non-asymptotic approximation error bound. Empirically, simulations demonstrate strong performance in both heterogeneity estimation and high-dimensional attribute selection. We further apply NetworkNet to a large-scale author-citation network among statisticians, revealing new insights into the dynamic evolution of research fields and scholarly impact.

Zhaoyu Xing, Xiufan Yu

Department of Applied and Computational Mathematics and Statistics, University of Notre Dame

Heterogeneous GNNsFeature Selection
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Apr 5, 2026

DINO-VO: Learning Where to Focus for Enhanced State Estimation

We present DINO Patch Visual Odometry (DINO-VO), an end-to-end monocular visual odometry system with strong scene generalization. Current Visual Odometry (VO) systems often rely on heuristic feature extraction strategies, which can degrade accuracy and robustness, particularly in large-scale outdoor environments. DINO-VO addresses these limitations by incorporating a differentiable adaptive patch selector into the end-to-end pipeline, improving the quality of extracted patches and enhancing generalization across diverse datasets. Additionally, our system integrates a multi-task feature extraction module with a differentiable bundle adjustment (BA) module that leverages inverse depth priors, enabling the system to learn and utilize appearance and geometric information effectively. This integration bridges the gap between feature learning and state estimation. Extensive experiments on the TartanAir, KITTI, Euroc, and TUM datasets demonstrate that DINO-VO exhibits strong generalization across synthetic, indoor, and outdoor environments, achieving state-of-the-art tracking accuracy.

Qi Chen, Guanghao Li, Sijia Hu +4

Fudan University · Shanghai Innovation Institute

Visual OdometryFeature Selection
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Apr 5, 2026

Biconvex Biclustering

This article proposes a biconvex modification to convex biclustering in order to improve its performance in high-dimensional settings. In contrast to heuristics that discard a subset of noisy features a priori, our method jointly learns and accordingly weighs informative features while discovering biclusters. Moreover, the method is adaptive to the data, and is accompanied by an efficient algorithm based on proximal alternating minimization, complete with detailed guidance on hyperparameter tuning and efficient solutions to optimization subproblems. These contributions are theoretically grounded; we establish finite-sample bounds on the objective function under sub-Gaussian errors, and generalize these guarantees to cases where input affinities need not be uniform. Extensive simulation results reveal our method consistently recovers underlying biclusters while weighing and selecting features appropriately, outperforming peer methods. An application to a gene microarray dataset of lymphoma samples recovers biclusters matching an underlying classification, while giving additional interpretation to the mRNA samples via the column groupings and fitted weights.

Sam Rosen, Eric C. Chi, Jason Xu

Department of Statistical Science, Duke University · School of Statistics, University of Minnesota · Department of Biostatistics, University of California Los Angeles

ClusteringFeature Selection
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Apr 4, 2026

Sparse Regression under Correlation and Weak Signals: A Reproducible Benchmark of Classical and Bayesian Methods

Choosing between classical and Bayesian sparse regression methods involves a real trade-off: penalized estimators like Lasso run in milliseconds but give no uncertainty estimates,while Horseshoe and Spike-and-Slab priors produce full posteriors but need MCMC chains that take minutes per fit.Surprisingly few studies compare these two families head-to-head under the conditions that actually make sparse regression hard -- correlated features, weak signals, and growing dimensionality. We benchmark six methods (OLS, Ridge,Lasso, Elastic Net, Horseshoe, Spike-and-Slab) on synthetic data with three covariance structures (rho up to 0.9), four SNR levels, and p in {20, 50, 100}, plus the Diabetes dataset,totalling over 2,600 experiments. The results are clear on some points and nuanced on others. Bayesian methods win on prediction error (MSE 72 vs. 108-267), and the Horseshoe delivers near-nominal 95% coverage (94.8%). But Spike-and-Slab,despite narrower intervals, under-covers at 91.9% -- its continuous relaxation likely plays a role. For variable selection, Lasso and Spike-and-Slab tie at F1 ~ 0.47, making Lasso the practical default when posteriors are not needed. Code and data are available at https://github.com/xiao98/sparse-bayesian-regression-bench.

Hao Xiao

ATLAS AI Lab

Sparse RecoveryLinear RegressionFeature SelectionRegression Prediction Intervals
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Apr 4, 2026

Choosing the Right Regularizer for Applied ML: Simulation Benchmarks of Popular Scikit-learn Regularization Frameworks

This study surveys the historical development of regularization, tracing its evolution from stepwise regression in the 1960s to recent advancements in formal error control, structured penalties for non-independent features, Bayesian methods, and l0-based regularization (among other techniques). We empirically evaluate the performance of four canonical frameworks -- Ridge, Lasso, ElasticNet, and Post-Lasso OLS -- across 134,400 simulations spanning a 7-dimensional manifold grounded in eight production-grade machine learning models. Our findings demonstrate that for prediction accuracy when the sample-to-feature ratio is sufficient (n/p >= 78), Ridge, Lasso, and ElasticNet are nearly interchangeable. However, we find that Lasso recall is highly fragile under multicollinearity; at high condition numbers (kappa) and low SNR, Lasso recall collapses to 0.18 while ElasticNet maintains 0.93. Consequently, we advise practitioners against using Lasso or Post-Lasso OLS at high kappa with small sample sizes. The analysis concludes with an objective-driven decision guide to assist machine learning engineers in selecting the optimal scikit-learn-supported framework based on observable feature space attributes.

Benjamin S. Knight, Ahsaas Bajaj

Ridge RegressionModel SelectionFeature SelectionLinear Regression
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Apr 1, 2026

Dynamic Graph Neural Network with Adaptive Features Selection for RGB-D Based Indoor Scene Recognition

Multi-modality of color and depth, i.e., RGB-D, is of great importance in recent research of indoor scene recognition. In this kind of data representation, depth map is able to describe the 3D structure of scenes and geometric relations among objects. Previous works showed that local features of both modalities are vital for promotion of recognition accuracy. However, the problem of adaptive selection and effective exploitation on these key local features remains open in this field. In this paper, a dynamic graph model is proposed with adaptive node selection mechanism to solve the above problem. In this model, a dynamic graph is built up to model the relations among objects and scene, and a method of adaptive node selection is proposed to take key local features from both modalities of RGB and depth for graph modeling. After that, these nodes are grouped by three different levels, representing near or far relations among objects. Moreover, the graph model is updated dynamically according to attention weights. Finally, the updated and optimized features of RGB and depth modalities are fused together for indoor scene recognition. Experiments are performed on public datasets including SUN RGB-D and NYU Depth v2. Extensive results demonstrate that our method has superior performance when comparing to state-of-the-arts methods, and show that the proposed method is able to exploit crucial local features from both modalities of RGB and depth.

Qiong Liu, Ruofei Xiong, Xingzhen Chen +2

School of Electronic Information and Communications, Huazhong University of Science and Technology, No. 1037, Luoyu Rd., Wuhan, 430074, P. R. China

Multimodal Graph LearningDynamic Graph LearningFeature SelectionImage Classification
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Mar 31, 2026

Genetic algorithms for multi-omic feature selection: a comparative study in cancer survival analysis

Multi-omic datasets offer opportunities for improved biomarker discovery in cancer research, but their high dimensionality and limited sample sizes make identifying compact and effective biomarker panels challenging. Feature selection in large-scale omics can be efficiently addressed by combining machine learning with genetic algorithms, which naturally support multi-objective optimization of predictive accuracy and biomarker set size. However, genetic algorithms remain relatively underexplored for multi-omic feature selection, where most approaches concatenate all layers into a single feature space. To address this limitation, we introduce Sweeping*, a multi-view, multi-objective algorithm alternating between single- and multi-view optimization. It employs a nested single-view multi-objective optimizer, and for this study we use the genetic algorithm NSGA3-CHS. It first identifies informative biomarkers within each layer, then jointly evaluates cross-layer interactions; these multi-omic solutions guide the next single-view search. Through repeated sweeps, the algorithm progressively identifies compact biomarker panels capturing cross-modal complementary signals. We benchmark five Sweeping* strategies, including hierarchical and concatenation-based variants, using survival prediction on three TCGA cohorts. Each strategy jointly optimizes predictive accuracy and set size, measured via the concordance index and root-leanness. Overall performance and estimation error are assessed through cross hypervolume and Pareto delta under 5-fold cross-validation. Our results show that Sweeping* can improve the accuracy-complexity trade-off when sufficient survival signal is present and that integrating omic layers can enhance survival prediction beyond clinical-only models, although benefits remain cohort-dependent.

Luca Cattelani, Vittorio Fortino

Institute of Biomedicine, School of Medicine, University of Eastern Finland, Yliopistonranta 8, 70210, Finland

Feature SelectionGenetic AlgorithmsMulti-Omics Data IntegrationMulti-Objective Evolutionary OptimizationCancer Survival Prediction
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Mar 30, 2026

KGroups: A Versatile Univariate Max-Relevance Min-Redundancy Feature Selection Algorithm for High-dimensional Biological Data

This paper proposes a new univariate filter feature selection (FFS) algorithm called KGroups. The majority of work in the literature focuses on investigating the relevance or redundancy estimations of feature selection (FS) methods. This has shown promising results and a real improvement of FFS methods' predictive performance. However, limited efforts have been made to investigate alternative FFS algorithms. This raises the following question: how much of the FFS methods' predictive performance depends on the selection algorithm rather than the relevance or the redundancy estimations? The majority of FFS methods fall into two categories: relevance maximisation (Max-Rel, also known as KBest) or simultaneous relevance maximisation and redundancy minimisation (mRMR). KBest is a univariate FFS algorithm that employs sorting (descending) for selection. mRMR is a multivariate FFS algorithm that employs an incremental search algorithm for selection. In this paper, we propose a new univariate mRMR called KGroups that employs clustering for selection. Extensive experiments on 14 high-dimensional biological benchmark datasets showed that KGroups achieves similar predictive performance compared to multivariate mRMR while being up to 821 times faster. KGroups is parameterisable, which leaves room for further predictive performance improvement through hyperparameter finetuning, unlike mRMR and KBest. KGroups outperforms KBest.

Malick Ebiele, Malika Bendechache, Rob Brennan

Computer Science, University College Dublin, Dublin, Dublin, Ireland. · ADAPT Centre, Dublin, Dublin, Ireland. · Computer Science, University of Galway, Galway, Galway, Ireland.

BioinformaticsFeature Selection
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Mar 26, 2026

A Compression Perspective on Simplicity Bias

Deep neural networks exhibit a simplicity bias, a well-documented tendency to favor simple functions over complex ones. In this work, we cast new light on this phenomenon through the lens of the Minimum Description Length principle, formalizing supervised learning as a problem of optimal two-part lossless compression. Our theory explains how simplicity bias governs feature selection in neural networks through a fundamental trade-off between model complexity (the cost of describing the hypothesis) and predictive power (the cost of describing the data). Our framework predicts that as the amount of available training data increases, learners transition through qualitatively different features -- from simple spurious shortcuts to complex features -- only when the reduction in data encoding cost justifies the increased model complexity. Consequently, we identify distinct data regimes where increasing data promotes robustness by ruling out trivial shortcuts, and conversely, regimes where limiting data can act as a form of complexity-based regularization, preventing the learning of unreliable complex environmental cues. We validate our theory on a semi-synthetic benchmark showing that the feature selection of neural networks follows the same trajectory of solutions as optimal two-part compressors.

Tom Marty, Eric Elmoznino, Leo Gagnon +5

Mila – Quebec AI Institute · Université de Montréal

Neural Network GeneralizationFeature SelectionShortcut Learning
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Mar 26, 2026

LLM-Driven Reasoning for Constraint-Aware Feature Selection in Industrial Systems

Feature selection is a crucial step in large-scale industrial machine learning systems, directly affecting model accuracy, efficiency, and maintainability. Traditional feature selection methods rely on labeled data and statistical heuristics, making them difficult to apply in production environments where labeled data are limited and multiple operational constraints must be satisfied. To address this, we propose Model Feature Agent (MoFA), a model-driven framework that performs sequential, reasoning-based feature selection using both semantic and quantitative feature information. MoFA incorporates feature definitions, importance scores, correlations, and metadata (e.g., feature groups or types) into structured prompts and selects features through interpretable, constraint-aware reasoning. We evaluate MoFA in three real-world industrial applications: (1) True Interest and Time-Worthiness Prediction, where it improves accuracy while reducing feature group complexity, (2) Value Model Enhancement, where it discovers high-order interaction terms that yield substantial engagement gains in online experiments, and (3) Notification Behavior Prediction, where it selects compact, high-value feature subsets that improve both model accuracy and inference efficiency. Together, these results demonstrate the practicality and effectiveness of LLM-based reasoning for feature selection in real production systems.

Yuhang Zhou, Zhuokai Zhao, Ke Li +14

Meta AI

Feature Selection
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Mar 25, 2026

Minimal Sufficient Representations for Self-interpretable Deep Neural Networks

Deep neural networks (DNNs) achieve remarkable predictive performance but remain difficult to interpret, largely due to overparameterization that obscures the minimal structure required for interpretation. Here we introduce DeepIn, a self-interpretable neural network framework that adaptively identifies and learns the minimal representation necessary for preserving the full expressive capacity of standard DNNs. We show that DeepIn can correctly identify the minimal representation dimension, select relevant variables, and recover the minimal sufficient network architecture for prediction. The resulting estimator achieves optimal non-asymptotic error rates that adapt to the learned minimal dimension, demonstrating that recovering minimal sufficient structure fundamentally improves generalization error. Building on these guarantees, we further develop hypothesis testing procedures for both selected variables and learned representations, bridging deep representation learning with formal statistical inference. Across biomedical and vision benchmarks, DeepIn improves both predictive accuracy and interpretability, reducing error by up to 30% on real-world datasets while automatically uncovering human-interpretable discriminative patterns. Our results suggest that interpretability and statistical rigor can be embedded directly into deep architectures without sacrificing performance.

Zhiyao Tan, Liu Li, Huazhen Lin

Center of Statistical Research, School of Statistics, Southwestern University of Finance and Economics, Chengdu, China · School of Mathematics and Statistics, Wuhan University, Wuhan, China · New Cornerstone Science Laboratory, Southwestern University of Finance and Economics, Chengdu, China

Neural Network InterpretabilityRepresentation LearningNeural Network GeneralizationFeature Selection
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Mar 25, 2026

i-IF-Learn: Iterative Feature Selection and Unsupervised Learning for High-Dimensional Complex Data

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 kk-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].

Chen Ma, Wanjie Wang, Shuhao Fan

SUSTech · NUS

Unsupervised ClusteringFeature Selection
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Mar 21, 2026

MOELIGA: a multi-objective evolutionary approach for feature selection with local improvement

Selecting the most relevant or informative features is a key issue in actual machine learning problems. Since an exhaustive search is not feasible even for a moderate number of features, an intelligent search strategy must be employed for finding an optimal subset, which implies considering how features interact with each other in promoting class separability. Balancing feature subset size and classification accuracy constitutes a multi-objective optimization challenge. Here we propose MOELIGA, a multi-objective genetic algorithm incorporating an evolutionary local improvement strategy that evolves subordinate populations to refine feature subsets. MOELIGA employs a crowding-based fitness sharing mechanism and a sigmoid transformation to enhance diversity and guide compactness, alongside a geometry-based objective promoting classifier independence. Experimental evaluation on 14 diverse datasets demonstrates MOELIGA's ability to identify smaller feature subsets with superior or comparable classification performance relative to 11 state-of-the-art methods. These findings suggest MOELIGA effectively addresses the accuracy-dimensionality trade-off, offering a robust and adaptable approach for multi-objective feature selection in complex, high-dimensional scenarios.

Leandro Vignolo, Matias Gerard

Research Institute for Signals, Systems and Computational Intelligence (sınc(i)), FICH–UNL/CONICET, Ciudad Universitaria UNL, Santa Fe, Argentina.

Feature SelectionGenetic AlgorithmsMulti-Objective Evolutionary OptimizationMetaheuristic Optimization
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Mar 21, 2026

Causally-Guided Diffusion for Stable Feature Selection

Feature selection is fundamental to robust data-centric AI, but most existing methods optimize predictive performance under a single data distribution. This often selects spurious features that fail under distribution shifts. Motivated by principles from causal invariance, we study feature selection from a stability perspective and introduce Causally-Guided Diffusion for Stable Feature Selection (CGDFS). In CGDFS, we formalized feature selection as approximate posterior inference over feature subsets, whose posterior mass favors low prediction error and low cross-environment variance. Our framework combines three key insights: First, we formulate feature selection as stability-aware posterior sampling. Here, causal invariance serves as a soft inductive bias rather than explicit causal discovery. Second, we train a diffusion model as a learned prior over plausible continuous selection masks, combined with a stability-aware likelihood that rewards invariance across environments. This diffusion prior captures structural dependencies among features and enables scalable exploration of the combinatorially large selection space. Third, we perform guided annealed Langevin sampling that combines the diffusion prior with the stability objective, which yields a tractable, uncertainty-aware posterior inference that avoids discrete optimization and produces robust feature selections. We evaluate CGDFS on open-source real-world datasets exhibiting distribution shifts. Across both classification and regression tasks, CGDFS consistently selects more stable and transferable feature subsets, which leads to improved out-of-distribution performance and greater selection robustness compared to sparsity-based, tree-based, and stability-selection baselines.

Arun Vignesh Malarkkan, Xinyuan Wang, Kunpeng Liu +2

Arizona State University Tempe, Arizona, USA · Clemson University Clemson, South Carolina, USA · Stevens Institute of Technology Hoboken, New Jersey, USA

Feature SelectionDistribution Shift RobustnessOOD Generalization
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Mar 19, 2026

BVSIMC: Bayesian Variable Selection-Guided Inductive Matrix Completion for Improved and Interpretable Drug Discovery

Recent advances in drug discovery have demonstrated that incorporating side information (e.g., chemical properties about drugs and genomic information about diseases) often greatly improves prediction performance. However, these side features can vary widely in relevance and are often noisy and high-dimensional. We propose Bayesian Variable Selection-Guided Inductive Matrix Completion (BVSIMC), a new Bayesian model that enables variable selection from side features in drug discovery. By learning sparse latent embeddings, BVSIMC improves both predictive accuracy and interpretability. We validate our method through simulation studies and two drug discovery applications: 1) prediction of drug resistance in Mycobacterium tuberculosis, and 2) prediction of new drug-disease associations in computational drug repositioning. On both synthetic and real data, BVSIMC outperforms several other state-of-the-art methods in terms of prediction. In our two real examples, BVSIMC further reveals the most clinically meaningful side features.

Sijian Fan, Liyan Xiong, Dayuan Wang +2

Department of Statistics, George Mason University

Robust Matrix CompletionDrug DiscoveryFeature Selection
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Mar 17, 2026

Safe Distributionally Robust Feature Selection under Covariate Shift

In practical machine learning, the environments encountered during the model development and deployment phases often differ, especially when a model is used by many users in diverse settings. Learning models that maintain reliable performance across plausible deployment environments is known as distributionally robust (DR) learning. In this work, we study the problem of distributionally robust feature selection (DRFS), with a particular focus on sparse sensing applications motivated by industrial needs. In practical multi-sensor systems, a shared subset of sensors is typically selected prior to deployment based on performance evaluations using many available sensors. At deployment, individual users may further adapt or fine-tune models to their specific environments. When deployment environments differ from those anticipated during development, this strategy can result in systems lacking sensors required for optimal performance. To address this issue, we propose safe-DRFS, a novel approach that extends safe screening from conventional sparse modeling settings to a DR setting under covariate shift. Our method identifies a feature subset that encompasses all subsets that may become optimal across a specified range of input distribution shifts, with finite-sample theoretical guarantees of no false feature elimination.

Hiroyuki Hanada, Satoshi Akahane, Noriaki Hashimoto +2

Graduate School of Engineering, Nagoya University, Nagoya, Japan · Center for Advanced Intelligence Project, RIKEN, Tokyo, Japan

Feature SelectionDistributionally Robust Optimization
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Mar 16, 2026

Sampling-guided exploration of active feature selection policies

Determining the most appropriate features for machine learning predictive models is challenging regarding performance and feature acquisition costs. In particular, global feature choice is limited given that some features will only benefit a subset of instances. In previous work, we proposed a reinforcement learning approach to sequentially recommend which modality to acquire next to reach the best information/cost ratio, based on the instance-specific information already acquired. We formulated the problem as a Markov Decision Process where the state's dimensionality changes during the episode, avoiding data imputation, contrary to existing works. However, this only allowed processing a small number of features, as all possible combinations of features were considered. Here, we address these limitations with two contributions: 1) we expand our framework to larger datasets with a heuristic-based strategy that focuses on the most promising feature combinations, and 2) we introduce a post-fit regularisation strategy that reduces the number of different feature combinations, leading to compact sequences of decisions. We tested our method on four binary classification datasets (one involving high-dimensional variables), the largest of which had 56 features and 4500 samples. We obtained better performance than state-of-the-art methods, both in terms of accuracy and policy complexity.

Gabriel Bernardino, Anders Jonsson, Patrick Clarysse +1

Department of Engineering, Universitat Pompeu Fabra, Barcelona, Spain · Univ Lyon, Université Claude Bernard Lyon 1, INSA-Lyon, CNRS, Inserm, CREATIS UMR 5220, U1294, F-69621, Lyon, France · Institut Universitaire de France (IUF)

Active Feature AcquisitionFeature Selection
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Mar 14, 2026

Is the reconstruction loss culprit? An attempt to outperform JEPA

We evaluate JEPA-style predictive representation learning versus reconstruction-based autoencoders on a controlled "TV-series" linear dynamical system with known latent state and a single noise parameter. While an initial comparison suggests JEPA is markedly more robust to noise, further diagnostics show that autoencoder failures are strongly influenced by asymmetries in objectives and by bottleneck/component-selection effects (confirmed by PCA baselines). Motivated by these findings, we introduce gated predictive autoencoders that learn to select predictable components, mimicking the beneficial feature-selection behavior observed in over-parameterized PCA. On this toy testbed, the proposed gated model is stable across noise levels and matches or outperforms JEPA.

Alexey Potapov, Oleg Shcherbakov, Ivan Kravchenko

SingularityNET

Predictive Representation LearningAutoencodersJoint-Embedding Predictive ArchitectureFeature Selection
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Mar 14, 2026

An Interpretable and Stable Framework for Sparse Principal Component Analysis

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on variables and does not account for differences in variable importance, which may lead to unstable performance in highly noisy or structurally complex settings. We propose SP-SPCA, a method that introduces a single equilibrium parameter into the regularization framework to adaptively adjust variable penalties. This modification of the L2 penalty provides flexible control over the trade-off between sparsity and explained variance while maintaining computational efficiency. Simulation studies show that the proposed method consistently outperforms standard sparse principal component methods in identifying sparse loading patterns, filtering noise variables, and preserving cumulative variance, especially in high-dimensional and noisy settings. Empirical applications to crime and financial market data further demonstrate its practical utility. In real data analyses, the method selects fewer but more relevant variables, thereby reducing model complexity while maintaining explanatory power. Overall, the proposed approach offers a robust and efficient alternative for sparse modeling in complex high-dimensional data, with clear advantages in stability, feature selection, and interpretability

Ying Hu, Hu Yang

College of Mathematics and Statistics, Chongqing University, Chongqing, 401331, China

Principal Component AnalysisDimensionality ReductionFeature Selection
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Mar 13, 2026

A Grid-Based Framework for E-Scooter Demand Representation and Temporal Input Design for Deep Learning: Evidence from Austin, Texas

Despite progress in deep learning for shared micromobility demand prediction, the systematic design and statistical validation of temporal input structures remain underexplored. Temporal features are often selected heuristically, even though historical demand strongly affects model performance and generalizability. This paper introduces a reproducible data-processing pipeline and a statistically grounded method for designing temporal input structures for image-to-image demand prediction. Using large-scale e-scooter data from Austin, Texas, we build a grid-based spatiotemporal dataset by converting trip records into hourly pickup and dropoff demand images. The pipeline includes trip filtering, mapping Census Tracts to spatial locations, grid construction, demand aggregation, and creation of a global activity mask that limits evaluation to historically active areas. This representation supports consistent spatial learning while preserving demand patterns. We then introduce a combined correlation- and error-based procedure to identify informative historical inputs. Optimal temporal depth is selected through an ablation study using a baseline UNET model with paired non-parametric tests and Holm correction. The resulting temporal structures capture short-term persistence as well as daily and weekly cycles. Compared with adjacent-hour and fixed-period baselines, the proposed design reduces mean squared error by up to 37 percent for next-hour prediction and 35 percent for next-24-hour prediction. These results highlight the value of principled dataset construction and statistically validated temporal input design for spatiotemporal micromobility demand prediction.

Mohammad Sahnoon, Merkebe Getachew Demissie, Roberto Souza

Department of Electrical and Software Engineering, Schulich School of Engineering, University of Calgary, Calgary, AB T2N 1N4, Canada · Department of Civil Engineering, Schulich School of Engineering, University of Calgary, Calgary, AB T2N 1N4, Canada

Spatiotemporal ForecastingFeature Selection
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Mar 11, 2026

Relaxed Efficient Acquisition of Context and Temporal Features

In many biomedical applications, measurements are not freely available at inference time: each laboratory test, imaging modality, or assessment incurs financial cost, time burden, or patient risk. Longitudinal active feature acquisition (LAFA) seeks to optimize predictive performance under such constraints by adaptively selecting measurements over time, yet the problem remains inherently challenging due to temporally coupled decisions (missed early measurements cannot be revisited, and acquisition choices influence all downstream predictions). Moreover, real-world clinical workflows typically begin with an initial onboarding phase, during which relatively stable contextual descriptors (e.g., demographics or baseline characteristics) are collected once and subsequently condition longitudinal decision-making. Despite its practical importance, the efficient selection of onboarding context has not been studied jointly with temporally adaptive acquisition. We therefore propose REACT (Relaxed Efficient Acquisition of Context and Temporal features), an end-to-end differentiable framework that simultaneously optimizes (i) selection of onboarding contextual descriptors and (ii) adaptive feature--time acquisition plans for longitudinal measurements under cost constraints. REACT employs a Gumbel--Sigmoid relaxation with straight-through estimation to enable gradient-based optimization over discrete acquisition masks, allowing direct backpropagation from prediction loss and acquisition cost. Across real-world longitudinal health and behavioral datasets, REACT achieves improved predictive performance at lower acquisition costs compared to existing longitudinal acquisition baselines, demonstrating the benefit of modeling onboarding and temporally coupled acquisition within a unified optimization framework.

Yunni Qu, Dzung Dinh, Grant King +5

The University of North Carolina at Chapel Hill · University of North Carolina at Chapel Hill, Chapel Hill, NC, USA · University of Michigan +3

Active Feature AcquisitionFeature SelectionCost-Sensitive Learning
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Mar 9, 2026

A New Modeling to Feature Selection Based on the Fuzzy Rough Set Theory in Normal and Optimistic States on Hybrid Information Systems

Considering the high volume, wide variety, and rapid speed of data generation, investigating feature selection methods for big data presents various applications and advantages. By removing irrelevant and redundant features, feature selection reduces data dimensions, thereby facilitating optimal decision-making within decision systems. One of the key tools for feature selection in hybrid information systems is fuzzy rough set theory. However, this theory faces two significant challenges: First, obtaining fuzzy equivalence relations through intersection operations in high-dimensional spaces can be both time-consuming and memory-intensive. Additionally, this method may produce noisy data, complicating the feature selection process. The purpose and innovation of this paper are to address these issues. We proposed a new feature selection model that calculates the combined distance between objects and subsequently used this information to derive the fuzzy equivalence relation. Rather than directly solving the feature selection problem, this approach reformulates it into an optimization problem that can be tackled using appropriate meta-heuristic algorithms. We have named this new approach FSbuHD. The FSbuHD model operates in two modes - normal and optimistic - based on the selection of one of the two introduced fuzzy equivalence relations. The model is then tested on standard datasets from the UCI repository and compared with other algorithms. The results of this research demonstrate that FSbuHD is one of the most efficient and effective methods for feature selection when compared to previous methods and algorithms.

Mohammad Hossein Safarpour, Seyed Majid Alavi, Mohammad Izadikhah +1

Department of Mathematics and Computer Science, Arak Branch, Islamic Azad University, Arak, Iran

Feature Selection
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Mar 8, 2026

What on Earth is AlphaEarth? Hierarchical structure and functional interpretability for global land cover

Geospatial foundation models generate high-dimensional embeddings that achieve strong predictive performance, yet their internal organization remains obscure, limiting their scientific use. Recent interpretability studies relate Google AlphaEarth Foundations (GAEF) embeddings to continuous environmental variables, but it is still unclear whether the embedding space exhibits a functional or hierarchical organization, in which some dimensions act as specialized representations while others encode shared or broader geospatial structure. In this work, we propose a functional interpretability framework that reverse-engineers the role of embedding dimensions by characterizing their contribution to land cover structure from observed classification behavior. The approach combines large-scale experimentation with a structural analysis of embedding-class relationships based on feature importance patterns and progressive ablation. Our results show that embedding dimensions exhibit consistent and non-uniform functional behavior, allowing them to be categorized along a hierarchical functional spectrum: specialist dimensions associated with specific land cover classes, low- and mid-generalist dimensions capturing shared characteristics between classes, and highgeneralist dimensions reflecting broader environmental gradients. Critically, we find that accurate land cover classification (98% of baseline performance) can be achieved using as few as 2 to 12 of the 64 available dimensions, depending on the class. This demonstrates substantial redundancy in the embedding space and offers a pathway toward significant reductions in computational cost. Together, these findings reveal that AlphaEarth embeddings are not only physically informative, but also functionally organized into a hierarchical structure, providing practical guidance for dimension selection in operational classification tasks.

Ivan Felipe Benavides-Martinez, Justin Guthrie, Jhon Edwin Arias +6

Artificial Intelligence for Climate and Sustainability The Institute for Experiential Artificial Intelligence Northeastern University, Portland, ME, USA · Gulf of Maine Research Institute Portland, ME, USA · Sustainability and Data Sciences Laboratory Northeastern University, Boston, MA, USA +2

Geospatial Foundation ModelsGeospatial Representation LearningNeural Network InterpretabilityHierarchical Representation LearningLand Cover ClassificationFeature Selection
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Mar 6, 2026

SPPCSO: Adaptive Penalized Estimation Method for High-Dimensional Correlated Data

With the rise of high-dimensional correlated data, multicollinearity poses a significant challenge to model stability, often leading to unstable estimation and reduced predictive accuracy. This work proposes the Single-Parametric Principal Component Selection Operator (SPPCSO), an innovative penalized estimation method that integrates single-parametric principal component regression and L1L_{1} regularization to adaptively adjust the shrinkage factor by incorporating principal component information. This approach achieves a balance between variable selection and coefficient estimation, ensuring model stability and robust estimation even in high-dimensional, high-noise environments. The primary contribution lies in addressing the instability of traditional variable selection methods when applied to high-noise, high-dimensional correlated data. Theoretically, our method exhibits selection consistency and achieves a smaller estimation error bound compared to traditional penalized estimation approaches. Extensive numerical experiments demonstrate that SPPCSO not only delivers stable and reliable estimation in high-noise settings but also accurately distinguishes signal variables from noise variables in group-effect structured data with highly correlated noise variables, effectively eliminating redundant variables and achieving more stable variable selection. Furthermore, SPPCSO successfully identifies disease-associated genes in gene expression data analysis, showcasing strong practical value. The results indicate that SPPCSO serves as an ideal tool for high-dimensional variable selection, offering an efficient and interpretable solution for modeling correlated data.

Ying Hu, Hu Yang

College of Mathematics and Statistics, Chongqing University, Chongqing, 401331, China.

Feature Selection
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Mar 3, 2026

SEHFS: Structural Entropy-Guided High-Order Correlation Learning for Multi-View Multi-Label Feature Selection

In recent years, multi-view multi-label learning (MVML) has attracted extensive attention due to its close alignment to real-world scenarios. Information-theoretic methods have gained prominence for learning nonlinear correlations. However, two key challenges persist: first, features in real-world data commonly exhibit high-order structural correlations, but existing information-theoretic methods struggle to learn such correlations; second, commonly relying on heuristic optimization, information-theoretic methods are prone to converging to local optima. To address these two challenges, we propose a novel method called Structural Entropy Guided High-Order Correlation Learning for Multi-View Multi-Label Feature Selection (SEHFS). The core idea of SEHFS is to convert the feature graph into a structural-entropy-minimizing encoding tree, quantifying the information cost of high-order dependencies and thus learning high-order feature correlations beyond pairwise correlations. Specifically, features exhibiting strong high-order redundancy are grouped into a single cluster within the encoding tree, while inter-cluster feaeture correlations are minimized, thereby eliminating redundancy both within and across clusters. Furthermore, a new framework based on the fusion of information theory and matrix methods is adopted, which learns a shared semantic matrix and view-specific contribution matrices to reconstruct a global view matrix, thereby enhancing the information-theoretic method and balancing the global and local optimization. The ability of structural entropy to learn high-order correlations is theoretically established, and and both experiments on eight datasets from various domains and ablation studies demonstrate that SEHFS achieves superior performance in feature selection.

Cheng Peng, Yonghao Li, Wanfu Gao +2

the College of Software, Jilin University, Changchun 130012, China · the Key Laboratory of Symbolic Computation and Knowledge Engineering of the Ministry of Education, Changchun 130012, China · the School of Computing and Artificial Intelligence, Southwestern University of Finance and Economics, Chengdu 611130, China +5

Feature SelectionMulti-View Learning
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Mar 1, 2026

Beyond False Discovery Rate: A Stepdown Group SLOPE Approach for Grouped Variable Selection

High-dimensional feature selection is routinely required to balance statistical power with strict control of multiple-error metrics such as the k-Family-Wise Error Rate (k-FWER) and the False Discovery Proportion (FDP), yet some existing frameworks are confined to the narrower goal of controlling the expected False Discovery Rate (FDR) and can not exploit the group-structure of the covariates, such as Sorted L-One Penalized Estimation (SLOPE). We introduce the Group Stepdown SLOPE, a unified optimization procedure which is capable of embedding the Lehmann-Romano stepdown rules into SLOPE to achieve finite-sample guarantees under k-FWER and FDP thresholds. Specifically, we derive closed-form regularization sequences under orthogonal designs that provably bound k-FWER and FDP at user-specified levels, and extend these results to grouped settings via gk-SLOPE and gF-SLOPE, which control the analogous group-level errors gk-FWER and gFDP. For non-orthogonal general designs, we provide a calibrated data-driven sequence inspired by Gaussian approximation and Monte-Carlo correction, preserving convexity and scalability. Extensive simulations are conducted across sparse, correlated, and group-structured regimes. Empirical results corroborate our theoretical findings that the proposed methods achieve nominal error control, while yielding markedly higher power than competing stepdown procedures, thereby confirming the practical value of the theoretical advances.

Xuelin Zhang, Jingxuan Liang, Xinyue Liu +2

College of Informatics, Huazhong Agricultural University, Wuhan, 430070, Hubei Province, China.

Feature SelectionFDR ControlMultiple Hypothesis Testing
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