What is the difference between feature extraction and feature selection?

Subject: Machine Learning

Topic: Statistical Learning and Feature Engineering

Options:

1. Option A: Both are the same thing.
2. Option B: Feature extraction creates new features; feature selection chooses a subset of existing features.
3. Option C: Feature selection creates new features; feature extraction chooses existing features.
4. Option D: Feature extraction is supervised; feature selection is unsupervised.

Correct Answer:

Option B: Feature extraction creates new features; feature selection chooses a subset of existing features.

Explanation:

Feature extraction transforms original features into new features (like PCA), while feature selection selects a subset of the original features without transformation.