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I found this review paper by Guyon and Elisseeff in a 2003 JMLR publication but, although not outdated, it is quite old. Is there a more recent review or resource on the topic of feature selection?

JMLR Review 2003

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I looked into it quite recently and found these papers:

However, I do agree with you that there is a need for an updated review regarding this topic.

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  • $\begingroup$ Thanks! The bioinformatics domain is exactly why I asked this question in the first place. $\endgroup$ – Nitro Jan 28 '17 at 17:51
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I found a 2016 fairly comprehensive review-like paper with an associated python package built on top of scikit-learn. Feature Selection: A Data Perspective. Li et al. 2016

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