However, this can be a challenging task in deep learning, where overparameterization is a concern, and in high-dimensional statistics, where sparse structures may be hidden.
In many industrial settings, computer simulations generate complex data that require feature selection for effective analysis.
To overcome this challenge, we propose leveraging powerful mathematical tools for
efficient representation selection, including Sensitivity Analysis (SA), signatures from Rough Path Theory (RPT), and Random Matrix Theory (RMT).