Abstract—To address the high-dimensionality of big data,
numerous iterative algorithms have been introduced including
least absolute shrinkage selection operator (Lasso) and iteratively
sure independent screening (ISIS). However, the iterative nature
of these algorithms renders the computational cost of retraining
the learning model impractical. We take advantage of this key
observation to propose a novel non-iterative algorithm inspired
by deep neural network input reconstruction. Our proposed
technique provides faster feature selection by training the model
once. This is achieved by exploiting the cross entropy error
between the input and the estimates. Simulation studies support
our approach on several real world datasets. For rigor, a
comparative analysis of the computational complexity is also
provided to assert the advantage of our approach.