A review of feature selection methods with applications

Feature selection (FS) methods can be used in data pre-processing to achieve efficient data reduction. This is useful for finding accurate data models. Since exhaustive search for optimal feature subset is infeasible in most cases, many search strategies have been proposed in literature. The usual applications of FS are in classification, clustering, and regression tasks. This review considers most of the commonly used FS techniques. Particular emphasis is on the application aspects. In addition to standard filter, wrapper, and embedded methods, we also provide insight into FS for recent hybrid approaches and other advanced topics.