Fundamentals of Feature Selection: An Overview and Comparison

Tremendous efforts have been put into the development of Feature Selection (FS) methods by the machine learning community. In this paper, we present basics surrounding this topic, providing its general process, evaluation procedure and metrics. In addition, we thoroughly discuss major application aspects. We also provide a comprehensive overview and comparison of some existing feature selection methods. We conclude this work by highlighting some critics, challenges, and future research directions of feature selection.