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May 18, 2018 at 9:37 history edited Riddle-Master CC BY-SA 4.0
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May 16, 2018 at 20:57 comment added gung - Reinstate Monica @Denwid, there aren't typically references for not doing things under any circumstances (except for the most common & egregious--eg median splits). That said, there are a ton of papers that have shown problems w/ the common methods; you can see some listed here: Backward selection for Cox model using R. It should be obvious that for any method you would it use only when it would be both valid & help you achieve your goals. The point is that lots of people believe they should select features (& thus do so) when those criteria aren't met.
May 16, 2018 at 20:34 comment added Denwid @gung can you point to some good sources arguin for not doing feature selection at all?
May 16, 2018 at 16:41 comment added gung - Reinstate Monica Why do you need to select features at all? Feature selection has fewer benefits than people believe & a lot of potential pitfalls.
May 16, 2018 at 16:22 history asked Riddle-Master CC BY-SA 4.0