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Many analytical approaches such as mass spectrometry generate large amounts of data (input variables) per sample analysed, and not all of these variables are important or related to the target output of interest. The selection of a smaller number of variables prior to sample classification is a widespread task in many research studies, where attempts are made to seek the lowest possible set of variables that are still able to achieve a high level of prediction accuracy; in other words, there is a need to generate the most parsimonious solution when the number of input variables is huge but the number of samples/objects are smaller. Here, we compare several different variable selection approaches in order to ascertain which of these are ideally suited to achieve this goal. All variable selection approaches were applied to the analysis of a common set of metabolomics data generated by Curie-point pyrolysis mass …