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Feature selection
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====Wrapper method==== [[File:Feature selection Wrapper Method.png|thumb|300px|Wrapper Method for Feature selection]] Wrapper methods evaluate subsets of variables which allows, unlike filter approaches, to detect the possible interactions amongst variables.<ref name="M. Phuong, Z pages 301-309">T. M. Phuong, Z. Lin et R. B. Altman. [http://htsnp.stanford.edu/FSFS/TaggingSNP.pdf Choosing SNPs using feature selection.] {{Webarchive|url=https://web.archive.org/web/20160913211229/http://htsnp.stanford.edu/FSFS/TaggingSNP.pdf |date=2016-09-13 }} Proceedings / IEEE Computational Systems Bioinformatics Conference, CSB. IEEE Computational Systems Bioinformatics Conference, pages 301-309, 2005. {{PMID|16447987}}.</ref> The two main disadvantages of these methods are: * The increasing overfitting risk when the number of observations is insufficient. * The significant computation time when the number of variables is large.
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