Feature selection Flashcards

1
Q

What is feature selection? Why we use it?

A

6 / 18-20

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2
Q

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

A

6 / 21 and 23

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3
Q

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

A

6 / 22 and 27

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4
Q

How Forward Selection works? Algorithm with training and with validation

A

6 / 24 and 28

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5
Q

How Backward Selection works? Algorithm with training and with validation

A

6 / 25

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