A Nonparametric Statistics Approach to Feature Selection in Deep Neural Networks with Theoretical Guarantees

Junye Du, Zhenghao Li, Zhutong Gu +1

This paper tackles the problem of feature selection in a highly challenging setting: $\mathbb{E}(y|\mathbf{x})=G({\mathbf{x}}_{{\mathcal{S}}_0})$, where ${\mathcal{S}}_0$ is…