Feature Selection For High Dimensional Data Using Supervised Machine Learning Techniques

In recent years, feature selection has become an increasingly active field of data science and machine learning research. Most of the datasets that are being used nowadays for various machine learning tasks consist of thousands of features (columns), which make them extremely complex and difficult to work with. In this paper, we propose a feature selection methodological pipeline that can be used to reduce the complexity of high dimensional datasets through the elimination of redundant and/or non-informative features as well as to improve the performance of machine learning models which are trained on high dimensional datasets. The proposed method has been applied to high-dimensional biomedical data and compared against a classic filter-based feature selection algorithm. Specifically, the method was applied to gene expression profiles of a single-cell RNA-seq dataset from healthy and infected by covid-19 human samples.