---
title: Weighted Sparse Regression for Feature Selection
url: https://www.ml-quant.com/papers/ssrn/5204899/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5204899
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5204899
featured: 2025-04-09
citations: unknown
topic: ML & AI Methods
---


# Weighted Sparse Regression for Feature Selection

The paper suggests a Weighted Sparse Regression with Mutual Information model for feature selection in high-dimensional data, improving learning accuracy and result comprehensibility.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5204899
- Identifier: SSRN 5204899
- Released: 2025-04-04
- First featured: Quant Letter No. 92 (2025-04-09): https://www.ml-quant.com/issues/2025-04-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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