Electromyogram (EMG) signal has been long used in human-robot interface in literature, especially in the area of rehabilitation. Recent rapid development in artificial intelligence (AI) has provided powerful machine learning tools to better explore the rich information embedded in EMG signals. For our specific application task in this work, i.e. estimate human finger force based on EMG signal, a LightGBM (Gradient Boosting Machine) model has been used. The main contribution of this study is the development of an objective and automatic optimal feature selection algorithm that can minimize the number of features used in the LightGBM model in order to simplify implementation complexity, reduce computation burden and maintain comparable estimation performance to the one with full features. The performance of the LightGBM model with selected optimal features is compared with 4 other popular machine learning models based on a dataset including 45 subjects in order to show the effectiveness of the developed feature selection method.