: Apply a penalty factor to the objective function based on the number of features used to encourage model parsimony (simplicity).
: Rank features by their FIM or SHAP values. Thresholding : Select the top features (or those exceeding a specific threshold ) to obtain the target subset. RWN - Choices [FS004]
Once importance is calculated, reduce the "Choices" set to the most impactful variables. : Apply a penalty factor to the objective