arXiv AI By Bastian Sch\"afer, Dominika Matus, Lennart Purucker, Ricardo Knauer, Erik Rodner, Frank Hutter, Anton Sokolov, Arnaud Liefooghe

SelectArena: A Modern Benchmark for Feature Selection on Real-world Tabular Data

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SelectArena is a new benchmark for feature selection on real-world tabular data, evaluating 15 popular methods across 71 curated datasets for both classification and regression tasks. The study uses standardized protocols and modern foundation models, revealing trade-offs among predictive performance, runtime, stability, and validity. Tree-based methods (CART, RFImportance) and the F-Test emerge as Pareto-optimal choices, while search-based methods perform poorly in speed and stability.

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