Top-k Feature Selection Framework Using Robust 0-1 Integer Programming.

Feature selection (FS), which identifies the relevant features in a data set to facilitate subsequent data analysis, is a fundamental problem in machine learning and has been widely studied in recent years. Most FS methods rank the features in order of their scores based on a specific criterion and then select the $k$ top-ranked features, where $k$ is the number of desired features. However, t...