Feature selection

Question 1

What is feature selection? Why we use it?

Answer 1

6 / 18-20

Question 2

Write down the optimization problem for selecting k features that minimize the empirical risk. Is it a polynomial algorithm? Which algorithm solve this problem?

Answer 2

6 / 21 and 23

Question 3

How Subset Selection works? Algorithm with training and with validation. Complexity?

Answer 3

6 / 22 and 27

Question 4

How Forward Selection works? Algorithm with training and with validation

Answer 4

6 / 24 and 28

Question 5

How Backward Selection works? Algorithm with training and with validation

Answer 5

6 / 25