The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, and Jerome Friedman, 2017 (Springer) - This foundational textbook covers statistical learning concepts, including the challenges of high-dimensional data, overfitting, and general principles of model selection.
Feature Selection for High-Dimensional Data: A Survey, Jundong Li, Kewei Cheng, Suhang Wang, Fred Morstatter, Robert P. Trevino, Jiliang Tang, and Huan Liu, 2017Journal of Intelligent Learning Systems and Applications - This survey paper reviews various feature selection methods and discusses their applications and challenges in high-dimensional data settings.