I've been thinking a bit about feature selection and have problems making up my mind when it comes to what sort of solutions makes most sense to initally focus on. If people have an unlimited number of nodes then complexity is no longer a big problem.

My guess is that people historically use nested subset ranking as the complexity is log N rather than N of exhaustive search wrappers. My guts tells me that the latter will produce a better result (given you also do Bonferroni correction or so) but who has an unlimited number of nodes?

The real question is hidden somewhere in between the lines and it doesn't only apply to feature selection.



         karl

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