On synthetic data, PCA reconstruction loss yields compact feature subsets whose supervised test accuracy matches direct optimization, while silhouette score strongly biases toward trivial low-cardinality solutions.
A multi-objective approach for profit-driven feature selection in credit scoring.Decision Support Sys- tems, 120:106–117, May 2019
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Objective-Induced Bias and Search Dynamics in Multiobjective Unsupervised Feature Selection
On synthetic data, PCA reconstruction loss yields compact feature subsets whose supervised test accuracy matches direct optimization, while silhouette score strongly biases toward trivial low-cardinality solutions.