Feature selection for high-dimensional data

This paper offers a comprehensive approach to feature selection in the scope of classification problems, explaining the foundations, real application problems and the challenges of feature selection in the context of high-dimensional data. First, we focus on the basis of feature selection, providing a review of its history and basic concepts. Then, we address different topics in which feature selection plays a crucial role, such as microarray data, intrusion detection, or medical applications. Finally, we delve into the open challenges that researchers in the field have to deal with if they are interested to confront the advent of “Big Data” and, more specifically, the “Big Dimensionality”. © 2016, Springer-Verlag Berlin Heidelberg.