best subset selection
nounUK /bɛst ˈsʌbsɛt sɪˈlɛkʃən/
US /bɛst ˈsʌbsɛt səˈlɛkʃən/
A way to pick the best small group of things from a bigger group.
The teacher used best subset selection to choose the five best books for the class.
OTHER MEANINGS
2. In statistics, a method that tests every possible combination of variables to find the model that fits best.
Best subset selection can be slow when there are many predictor variables.
3. A technique in machine learning for choosing the most useful features while dropping the rest.
They applied best subset selection to reduce the number of input features.
4. The process of comparing all candidate subsets and keeping the one with the lowest error score.
Best subset selection picked a three-variable model with the smallest prediction error.