An Introduction to Variable and Feature SelectionAn Introduction to Variable and Feature SelectionGuyon, Isabelle and Elisseeff, André2003
Paper summaryjoecohen"The objective of variable selection is three-fold: improving the prediction performance of the predictors, providing faster and more cost-effective predictors, and providing a better understanding of the underlying process that generated the data."
"The objective of variable selection is three-fold: improving the prediction performance of the predictors, providing faster and more cost-effective predictors, and providing a better understanding of the underlying process that generated the data."