arXiv Machine Learning

Beyond Noise: A Hypothesis Testing Approach to Robust Feature Selection

arXiv:2511. 20851v3 Announce Type: replace-cross Abstract: Feature selection remains difficult in modern high-dimensional settings, and established methods such as Boruta and Recursive Feature Elimination are either computationally costly or lack a statistically justified stopping criterion for their importance scores.

arXiv Machine Learning
Jul 28

An Empirical Study of Feature Selection Granularity

arXiv:2607. 24145v1 Announce Type: new Abstract: Feature selection aims to identify the most informative and relevant features for a given dataset, either in terms of capturing the underlying data structure and distribution better, or with respect to the performance on a downstream task.

By Muhammad Rajabinasab, Arthur Zimek
arXiv Machine Learning
Aug 6

Automatic Statistical Test for Rationally Expressible Algorithms by Selective Inference, with Applications to Feature Selection

arXiv:2608. 04667v1 Announce Type: cross Abstract: Selective inference (SI) provides statistically valid $p$-values for hypotheses selected by applying an algorithm to the data, correcting for the bias that arises when the same data are used both to select and to test a hypothesis.

By Teruyuki Katsuoka, Tomohiro Shiraishi, Shuichi Nishino, Ichiro Takeuchi
arXiv Machine Learning
Jul 3

Conditional Inference Trees and Forests for Feature Selection

arXiv:2607. 01417v1 Announce Type: new Abstract: Conditional inference trees (CIT) and conditional inference forests (CIF) reduce split-selection bias by testing features before choosing split thresholds, but repeated permutation tests and threshold searches can make these methods computationally expensive.

By Robert Milletich, Justin Downes, Steve Goley, Newel Hirst
arXiv Machine Learning
Sep 15

Just add noise: Debiasing tree-based variable importance in mixed data

The paper investigates the bias in variable importance scores produced by tree-based methods, noting that continuous predictors are favored over categorical ones. It offers a theoretical explanation for this bias and proposes a straightforward fix: adding a small amount of noise to each categorical predictor. The authors validate the correction on both simulated and real-world datasets and integrate it with integrated path stability selection to achieve variable selection with false discovery control for mixed data.

By Jiahe Li, Omar Melikechi
arXiv Machine Learning
Aug 13

Towards Truly Unsupervised Evaluation of Feature Selection

arXiv:2608. 12057v1 Announce Type: new Abstract: Feature selection is one of the most important and fundamental tasks in data mining, tackled by a family of methods with an established set of evaluation techniques to measure the quality of a specific method.

By Hafiz Saud Arshad, Muhammad Rajabinasab, Arthur Zimek