# Feature selection for regression

Suppose I have a response variable y and and a set of feature variables (x1, x2 ... xn). I wish to find which of x1...xn are the best features for y in a regression problem (the relationship might not be linear).
Is there any way I can do this kind of feature selection without using any correlation measure or regression function in the process (i.e. I cannot use any filter or wrapper methods)?

• correlation measures linear relationships anyway. May 26, 2021 at 12:14