1. A method performed by a computer, comprising: receiving a selection of a potential feature from a plurality of potential features for inclusion in a model, the model comprising existing features; generating an approximate model comprising the model and the potential feature, wherein values of the existing features in the model are held constant in the approximate model; computing a performance metric of the approximate model; ranking, based on the performance metric, the potential feature relative to other potential features in the plurality of potential features for inclusion in the model; and determining, based on ranking, whether the potential feature is included in the model.