On: An introduction to variable and feature selection ...

[elcapitan]

"Optimum brain damage procedure" made my day. I'll try that at work.

[jmount → elcapitan]

It is neat- the need to look at the second derivative in "Optimal Brain Damage" (because we know the first derivatives will be zero due to the use of optimization) also underlies Fisher information https://en.wikipedia.org/wiki/Fisher_information .