Filter methods:
- information gain
- chi-square test
- fisher score
- correlation coefficient
- variance threshold
Wrapper methods:
- recursive feature elimination
- sequential feature selection algorithms
- genetic algorithms
Embedded methods:
- L1 (LASSO) regularization
- 增加惩罚项（正则项），用于控制过拟合
- regularized_cost = cost + regularization_penalty
- LASSO的方式：|
- decision tree