Feature selection by replicate reproducibility and non-redundancy

A fundamental step in many analyses of high-dimensional data is dimension reduction. Two basic approaches are introduction of new synthetic coordinates and selection of extant features. Advantages of the latter include interpretability, simplicity, transferability, and modularity. A common criterion for unsupervized feature selection is variance or dynamic range. However, in practice, it can occur that high-variance features are noisy, that important features have low variance, or that variances are simply not comparable across features because they are measured in unrelated numeric scales or physical units. Moreover, users may want to include measures of signal-to-noise ratio and non-redundancy into feature selection.