{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/feature-selection-using-e-values","title":"Feature Selection using e-values","arxiv_id":"2206.05391","date":"2022-06-11","proceeding":null,"authors":["Subhabrata Majumdar","Snigdhansu Chatterjee"],"abstract":"In the context of supervised parametric models, we introduce the concept of e-values. An e-value is a scalar quantity that represents the proximity of the sampling distribution of parameter estimates in a model trained on a subset of features to that of the model trained on all features (i.e. the full model). Under general conditions, a rank ordering of e-values separates models that contain all essential features from those that do not. The e-values are applicable to a wide range of parametric models. We use data depths and a fast resampling-based algorithm to implement a feature selection procedure using e-values, providing consistency results. For a $p$-dimensional feature space, this procedure requires fitting only the full model and evaluating $p+1$ models, as opposed to the traditional requirement of fitting and evaluating $2^p$ models. Through experiments across several model settings and synthetic and real datasets, we establish that the e-values method as a promising general alternative to existing model-specific methods of feature selection.","url_abs":"https://arxiv.org/abs/2206.05391v2","url_pdf":"https://arxiv.org/pdf/2206.05391v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"feature-selection-using-e-values","repo_url":"https://github.com/shubhobm/e-values","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[{"task_slug":"feature-selection","task_name":"feature selection"}],"methods":[{"method_slug":"feature-selection","method_name":"Feature Selection"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2206.05391","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}