[Lecture slides]

References

• Isabelle Guyon, Andre Elisseeff. An Introduction to Variable and Feature Selection. 2003. Provides a general overview of feature selection.
• Y. Yang, J. Pederson. A comparative study on feature selection in text categorization. 1997. Applies filtering.
• Forman. An Extensive Empirical Study of Feature Selection Metrics for Text Categorization. 2003.
• Robert Tibshirani. Regression Shrinkage and Selection via the Lasso. 1996. Lasso and LARS.
• Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani. Least Angle Regression. 2004.
• Jianfeng Gao, Galen Andrew, Mark Johnson, Kristina Toutanova. Comparative Study of Parameter Estimation Methods for Statistical Natural Language Processing. ACL 2007. Compares many different methods including ordinary logistic regression, logistic regression with L1 regularization (to get sparsity in features), and boosting (another way to get sparsity).
• Ben Blum, Michael Jordan, David E. Kim, Rhiju Das, Philip Bradley, David Baker. Feature Selection Methods for Improving Protein Structure Prediction with Rosetta. NIPS 2007.
• NIPS Feature Selection Challenge from 2003.