Scalable feature selection methods by augmenting sparse lease squares

Feature selection has been used widely for selecting a subset of genes (features) from microarray datasets, which help discriminate healthy samples from those with a particular disease. However, most feature selection methods suffer from high computational complexity when applied to these datasets due to the large number of genes present. Usually, a small subset of these genes have a contributing factor to the disease, and the rest of the genes are irrelevant to the condition....
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