Consistent and Efficient Nonparametric Different-Feature Selection

Satoshi Hara, Takayuki Katsuki, Hiroki Yanagisawa, Takafumi Ono, Ryo Okamoto, Shigeki Takeuchi

Abstract: Two-sample feature selection is a ubiquitous problem in both scientific and engineering studies. We propose a feature selection method to find features that describe a difference in two probability...