Neural Greedy Pursuit for Feature Selection

no code implementations • 19 Jul 2022 • Sandipan Das, Alireza M. Javid, Prakash Borpatra Gohain, Yonina C. Eldar, Saikat Chatterjee

NGP is efficient in selecting $N$ features when $N \ll P$, and it provides a notion of feature importance in a descending order following the sequential selection procedure.

Feature Importance feature selection