Systems and techniques that facilitate feature selection in vertical federated learning are provided. For example, one or more embodiments described herein can comprise a system, which can comprise a memory that can store computer executable components. The system can also comprise a processor, operably coupled to the memory that can execute the computer executable components stored in memory. The computer executable components can comprise an aggregator machine learning model that aggregates a plurality of embedding components from one or more local machine learning models and removes one or more embedding components based on minimizing weights at an input layer of the aggregator machine learning model.