GRASP: group-Shapley feature selection for patients

Fuente: arXiv
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Main Authors: Luo, Yuheng, Li, Shuyan, Cao, Zhong
Format: Preprint
Published: 2026
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author Luo, Yuheng
Li, Shuyan
Cao, Zhong
author_facet Luo, Yuheng
Li, Shuyan
Cao, Zhong
contents Feature selection remains a major challenge in medical prediction, where existing approaches such as LASSO often lack robustness and interpretability. We introduce GRASP, a novel framework that couples Shapley value driven attribution with group $L_{21}$ regularization to extract compact and non-redundant feature sets. GRASP first distills group level importance scores from a pretrained tree model via SHAP, then enforces structured sparsity through group $L_{21}$ regularized logistic regression, yielding stable and interpretable selections. Extensive comparisons with LASSO, SHAP, and deep learning based methods show that GRASP consistently delivers comparable or superior predictive accuracy, while identifying fewer, less redundant, and more stable features.
format Preprint
id arxiv_https___arxiv_org_abs_2602_11084
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle GRASP: group-Shapley feature selection for patients
Luo, Yuheng
Li, Shuyan
Cao, Zhong
Machine Learning
Artificial Intelligence
Feature selection remains a major challenge in medical prediction, where existing approaches such as LASSO often lack robustness and interpretability. We introduce GRASP, a novel framework that couples Shapley value driven attribution with group $L_{21}$ regularization to extract compact and non-redundant feature sets. GRASP first distills group level importance scores from a pretrained tree model via SHAP, then enforces structured sparsity through group $L_{21}$ regularized logistic regression, yielding stable and interpretable selections. Extensive comparisons with LASSO, SHAP, and deep learning based methods show that GRASP consistently delivers comparable or superior predictive accuracy, while identifying fewer, less redundant, and more stable features.
title GRASP: group-Shapley feature selection for patients
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2602.11084