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Feature Selection for Variance Reduction

Feature selection can reduce variance by decreasing the number or type of input features, but it can also increase bias. Small reductions in feature count are unlikely to have a large bias effect, while large reductions are more likely to matter, especially if too many useful features are excluded. In modern deep learning with plentiful data, practitioners are more likely to provide all features and let the algorithm learn which to use, but feature selection can still be useful when the training set is small.

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Updated 2026-06-07

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