Feature selection using feedback-assisted optimization models

Abstract

Techniques are disclosed relating to feature selection based on feedback-assisted optimization models. In various embodiments, for example, the disclosed techniques include accessing a training dataset that includes a plurality of data samples that include data values for a plurality of features, and a set of labels corresponding to the plurality of data samples. In some embodiments, a computer system performs feature-selection operations to select, from the plurality of features, a subset of features to include in a reduced feature set. For example, in some embodiments the feature-selection operations include processing the training dataset based on an optimization model, where an objective function utilized in the optimization model utilizes performance feedback information corresponding to machine learning models that are trained based on candidate feature sets. Based on the feature-selection operation, the computer system may generate an output value that indicates the subset of features to include in the reduced feature set.