Non-Intrusive Load Monitoring (NILM) refers to the analysis of the aggregated current and voltage measurements of Home Electrical Appliances (HEAs) recorded by the house electrical panel. Such methods aim to identify each HEA for a better control of the energy consumption and for future smart grid applications. Here, we are interested in an event-based NILM pipeline, and particularly in the HEAs’ recognition step. This paper focuses on the selection of relevant and understandable features for efficiently discriminating distinct HEAs. Our contributions are manifold. First, we introduce a new publicly available annotated dataset of individual HEAs described by a large set of electrical features computed from current and voltage measurements in steady-state conditions. Second, we investigate through a comparative evaluation a large number of new methods resulting from the combination of different feature selection techniques with several classification algorithms. To this end, we also investigate an original feature selection method based on a deep neural network architecture. Then, through a machine learning framework, we study the benefits of these methods for improving Home Electrical Appliance (HEA) identification in a supervised classification scenario. Finally, we introduce new transfer learning results, which confirm the relevance and the robustness of the selected features learned from our proposed dataset when they are transferred to a larger dataset. As a result, the best investigated methods outperform the previous state-of-the-art results and reach a maximum recognition accuracy above 99% on the PLAID evaluation dataset.