Data Visualization and Feature Selection: New Algorithms for Nongaussian Data

Visualization of input data and feature selection are intimately related. A good feature selection algorithm can identify meaningful coordinate projections for low dimensional data visualization. Conversely, a good visualization technique can suggest meaningfulfeatures to include in a model. Input variable selection is the most important step in the model selection process. Given a target variable, a set of input variables can be selected as explanatory variables by some prior knowledge.