149 Algorithms for automatic model selection 2012-01-09T18:22:23.617

61 Feature selection for "final" model when performing cross-validation in machine learning 2010-09-02T10:25:42.330

56 Variable selection for predictive modeling really needed in 2016? 2016-05-28T20:13:33.140

54 Feature selection and cross-validation 2012-05-04T10:09:12.020

53 What are disadvantages of using the lasso for variable selection for regression? 2011-03-06T23:21:24.703

52 Why does the Lasso provide Variable Selection? 2013-11-04T14:39:19.147

46 Variables are often adjusted (e.g. standardised) before making a model - when is this a good idea, and when is it a bad one? 2011-12-01T16:29:35.557

43 A more definitive discussion of variable selection 2016-07-14T16:30:08.713

37 Using principal component analysis (PCA) for feature selection 2012-04-28T15:39:44.010

35 Features for time series classification 2013-02-25T12:34:01.680

34 When should one include a variable in a regression despite it not being statistically significant? 2017-04-02T19:32:42.763

32 Using LASSO from lars (or glmnet) package in R for variable selection 2013-05-08T23:57:38.653

32 Can a random forest be used for feature selection in multiple linear regression? 2015-07-30T21:52:22.147

31 How can SVM 'find' an infinite feature space where linear separation is always possible? 2013-12-23T11:51:07.630

30 Variable importance from SVM 2010-08-28T13:34:42.963

30 When wouldn't I use LASSO for model selection? 2013-11-27T11:24:18.820

29 Why is variable selection necessary? 2011-11-10T21:32:43.083

29 Detecting significant predictors out of many independent variables 2012-08-21T12:32:04.347

26 Variable selection procedure for binary classification 2010-07-22T11:10:29.417

23 What can cause PCA to worsen results of a classifier? 2013-03-19T23:52:05.573

22 How to deal with multicollinearity when performing variable selection? 2012-03-31T17:15:11.007

21 How does one interpret SVM feature weights? 2012-10-11T20:48:31.193

20 Model stability when dealing with large $p$, small $n$ problem 2012-05-31T15:46:09.490

19 Best approach for model selection Bayesian or cross-validation? 2012-01-07T22:03:16.283

19 Why is LASSO not finding my perfect predictor pair at high dimensionality? 2017-02-03T10:53:24.657

18 Significance testing or cross validation? 2011-10-26T16:33:42.500

18 Why use Lasso estimates over OLS estimates on the Lasso-identified subset of variables? 2014-01-16T14:19:39.100

16 Is building a multiclass classifier better than several binary ones? 2012-06-18T15:12:49.837

16 Test accuracy higher than training. How to interpret? 2013-05-21T14:40:13.903

16 Significance of categorical predictor in logistic regression 2013-06-04T07:21:51.857

16 Feature selection with Random Forests 2013-08-29T17:15:59.797

16 Do we still need to do feature selection while using Regularization algorithms? 2015-05-03T02:46:54.920

16 Speed, computational expenses of PCA, LASSO, elastic net 2015-10-19T14:52:01.160

15 Low classification accuracy, what to do next? 2012-09-28T20:41:24.573

15 What to conclude from this lasso plot (glmnet) 2015-05-31T11:18:46.170

15 What is the oracle property of an estimator? 2016-08-10T08:56:00.920

15 How does it make sense to do OLS after LASSO variable selection? 2016-12-29T01:59:59.163

14 Application of machine learning techniques in small sample clinical studies 2010-08-18T20:36:59.617

14 LASSO/LARS vs general to specific (GETS) method 2012-02-08T14:37:46.960

14 Bayesian variable selection -- does it really work? 2013-03-06T02:25:20.173

14 Gini decrease and Gini impurity of children nodes 2014-04-30T15:57:22.303

14 Text Mining: how to cluster texts (e.g. news articles) with artificial intelligence? 2015-06-07T15:14:54.767

13 Paradox in model selection (AIC, BIC, to explain or to predict?) 2015-10-17T15:50:42.493

12 Clustering probability distributions - methods & metrics? 2011-07-18T07:14:42.463

12 Finding the best features in interaction models 2012-05-21T16:01:13.110

12 Feature Selection Packages in R, which do both regression and classification 2013-04-14T17:10:43.963

12 Understanding which features were most important for logistic regression 2016-02-28T06:02:00.050

11 Can I use PCA to do variable selection for cluster analysis? 2011-10-13T20:29:18.337

11 Domain-agnostic feature engineering that retains semantic meaning? 2012-02-08T06:05:21.183

11 How do you select variables in a regression model? 2012-05-03T17:04:27.893

11 When does LASSO select correlated predictors? 2012-06-14T23:12:50.983

11 If p > n, the lasso selects at most n variables 2012-09-30T02:53:07.403

11 What machine learning algorithms are good for estimating which features are more important? 2012-10-07T14:01:40.767

11 Term frequency/inverse document frequency (TF/IDF): weighting 2013-12-02T16:49:52.647

11 Variablity in cv.glmnet results 2014-05-15T00:46:29.630

11 Bayesian lasso vs spike and slab 2015-12-02T04:57:59.957

11 Difference between selecting features based on "F regression" and based on $R^2$ values? 2016-03-28T16:36:09.097

11 How to interpret the results when both ridge and lasso separately perform well but produce different coefficients 2017-03-14T09:46:30.640

10 Soft-thresholding vs. Lasso penalization 2010-09-22T20:53:20.303

10 How to apply LASSO to IRLS (logistic regression)? 2010-10-12T09:01:26.290

10 How to quantify redundancy of features? 2011-02-10T16:35:26.570

10 Best methods of feature selection for nonparametric regression 2011-03-04T21:17:23.477

10 Improving the SVM classification of diabetes 2011-08-13T03:20:28.530

10 Dealing with very large time-series datasets 2012-02-17T10:56:59.753

10 What's the forward stagewise regression algorithm? 2012-07-08T20:14:01.580

10 Measures of class separability in classification problems 2013-01-01T00:01:20.527

10 Anomaly detection: what algorithm to use? 2014-05-16T14:09:52.883

10 Is it better to do exploratory data analysis on the training dataset only? 2016-01-07T10:47:06.750

10 Are there any circumstances where stepwise regression should be used? 2017-01-25T07:45:38.870

10 Inference after using Lasso for variable selection 2017-07-13T16:51:55.583

9 The use of median polish for feature selection 2011-03-14T07:13:51.857

9 Random permutation test for feature selection 2011-04-30T08:52:26.243

9 Is there a way to use cross validation to do variable/feature selection in R? 2012-02-01T16:22:42.353

9 Feature selection using mutual information in Matlab 2012-08-25T17:26:56.330

9 Why does increasing the number of features reduce performance? 2012-11-01T13:41:11.410

9 How to calculate number of features based on image resolution? 2013-12-29T00:13:08.783

9 Mixing continuous and binary data with linear SVM? 2014-01-21T16:42:07.537

9 Methods in R or Python to perform feature selection in unsupervised learning 2014-07-21T17:41:48.213

9 What kind of feature selection can Chi square test be used for? 2015-05-14T15:41:32.957

9 For linear classifiers, do larger coefficients imply more important features? 2016-03-17T17:12:27.933

9 Variable selection vs Model selection 2016-04-06T20:17:03.323

8 Computing best subset of predictors for linear regression 2010-08-25T18:15:55.980

8 Is it possible to use kernel PCA for feature selection? 2011-03-11T22:58:23.873

8 Algorithms and methods for attribute/feature selection? 2010-07-10T18:22:09.473

8 Automatic feature selection for anomaly detection 2012-02-14T17:56:35.843

8 Feature selection and parameter tuning with caret for random forest 2012-08-24T13:26:45.477

8 Should feature selection be performed only on training data (or all data)? 2013-07-19T12:50:42.327

8 Lasso-ing the order of a lag? 2013-11-05T17:14:23.857

8 Explain steps of LLE (local linear embedding) algorithm? 2014-01-12T22:30:35.387

8 What are the disadvantages of using Lasso for feature selection in classification problems? 2015-03-05T21:05:27.620

8 How to prepare/construct features for anomaly detection (network security data) 2015-03-09T17:40:16.643

8 Why can't ridge regression provide better interpretability than LASSO? 2015-11-01T02:08:52.967

8 Why is lasso in matlab much slower than glmnet in R (10 min versus ~1 s)? 2015-12-04T16:16:21.210

8 Using LASSO only for feature selection 2016-05-09T22:48:11.127

8 Why use group lasso instead of lasso? 2016-05-24T11:57:46.020

8 What are the advantages of stepwise regression? 2016-06-10T01:30:23.107

8 Bayesian spike and slab versus penalized methods 2017-04-12T08:19:19.067

8 Is it wrong to choose features based on p-value? 2017-07-12T17:23:54.877

7 How to select the final model with elastic net feature selection, cross validation and SVM? 2012-03-02T15:50:32.827