Statistical learning methods require large-scale data to make the significant generalized probability and observation error close to each other. Few-shot learning can alleviate this situation, but it cannot break through the limitations of statistical learning methods. The training model only depends on the correlation between data distributions. There may be potential risks in applying these models to decision-making in the natural environment. This paper studies feature selection in small sample regression analysis based on AutoMPG and MOP The performance of the two datasets on the regression task is first verified through three classical regression analysis models. Then, through the causal inference method, this paper analyzes the causal effect of the relationship between the features in the dataset and finds that two groups of features do not have a causal relationship. Finally, by setting up a simulation environment, this paper illustrates the potential risks of not considering the causal effect in feature selection.
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