"A method by which to decide on which features (columns) to keep in the analysis that will be done by the data mining algorithms. One of the first things to be done in a data mining project; this uncovers the most important variables among the set of predictor variables. Many of the predictor variables in a data set may not really be important for making an accurate predictive model, and only dilute/reduce the accuracy score of the model if included." (Robert Nisbet et al, "Handbook of statistical analysis and data mining applications", 2009)
"The process a cybersecurity engineer uses to choose the features in which a given attack may manifest." (O Sami Saydjari, "Engineering Trustworthy Systems: Get Cybersecurity Design Right the First Time", 2018)
"Feature selection is the process of selecting important principal variables (features) from some random variables under consideration, usually achieved by selecting a principal variable (feature) as one of the random variables." (Usama A Khan & Josephine M Namayanja, "Reevaluating Factor Models: Feature Extraction of the Factor Zoo", 2021)
"It is used to select appropriate features from the available data for improving efficiency of machine learning algorithms." (Gunjan Ansari et al, "Natural Language Processing in Online Reviews", 2021)
"Feature selection is the first critical step in model optimization. It's the art of identifying which features in your dataset contribute most significantly to the outcome you're trying to predict. This not only helps in enhancing the model's accuracy but also in reducing computational complexity, leading to more efficient models. [...] While feature selection is about cherry-picking the most useful features, feature engineering is about creating new features that increase the predictive strength of the model. This is where creativity and domain knowledge come into play, especially in financial data, where market sentiment, economic indicators, and other external factors can influence market movements." (Hayden Van Der Post, "Neural Network: Mastering the Art of Algorithmic Trading", 2024)
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