The rapid advancement of Large Language Models (LLMs) has significantly influenced various domains, leveraging their exceptional few-shot and zero-shot learning capabilities. In this work, we aim to explore and understand the LLMs-based feature selection methods from a data-centric perspective. We begin by categorizing existing feature selection methods with LLMs into two groups: data-driven feature selection which requires samples values to do statistical inference and text-based feature selection which utilizes prior knowledge of LLMs to do semantical associations using descriptive context. We conduct extensive experiments in both classification and regression tasks with LLMs in various sizes (e.g., GPT-4, ChatGPT and LLaMA-2). Our findings emphasize the effectiveness and robustness of text-based feature selection methods and showcase their potentials using a real-world medical application. We also discuss the challenges and future opportunities in employing LLMs for feature selection, offering insights for further research and development in this emerging field.
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