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By identifying gaps in current research, highlighting underexplored areas, and proposing clear directions for future studies, this review seeks to inspire academics to develop novel techniques and applications. Furthermore, it provides a comprehensive evaluation of feature selection methods, offering both a theoretical foundation and practical guidance to help researchers select the most suitable approaches for their specific research questions. Emphasizing the importance of interdisciplinary collaboration, the study underscores the potential of feature selection in transformative applications such as personalized medicine, cancer diagnosis, and drug discovery. 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