Second stage – selected feature
─Selected k, performance on an evaluation dataset wouldfirst improve and starts to deteriorate due to the modeloverfitting the training data.
─A compact m-feature subset can be obtained by takingthe first m features starting from top of the ranking list.Ex: ranking list{2,6,7,8,1,5,3,4,9}, selected 6-features is{2,6,7,8,1,5}.
─The optimum subset of features is determined byrepeatedly forming subset of k features, starting from thetop of the ranking list.Ex: ranking list{2,6,7,8,1,5,3,4,9},{2,6,7,8,1,5},{6,7,8,1,5,3}…中選出最佳的subset