Summary of feature-selection algorithms.

We evaluated 14 feature-selection algorithms. The abbreviation for each algorithm contains a prefix that indicates which machine-learning library implemented the algorithm (mlr = Machine learning in R, sklearn = scikit-learn, weka = WEKA: The workbench for machine learning). For each algorithm, we provide a brief description of the algorithmic approach; we extracted these descriptions from the libraries that implemented the algorithms. In addition, we assigned high-level categories that indicate whether the algorithms evaluate a single feature (univariate) or multiple features (multivariate) at a time. In some cases, the individual machine-learning libraries aggregated algorithm implementations from third-party packages. In these cases, we cite the machine-learning library and the third-party package. When available, we also cite papers that describe the algorithmic methodologies used.