numb3r33/Loan-Default-Prediction

Feature Selection in high dimensional problems.

numb3r33 opened this issue · 1 comments

numb3r33 commented

Look for features with low standard deviation and have very low count of unique values.

  1. RFE ( Forward and Backward )
  2. Feature Importance ( Random Forest and XGBoost )
  3. Feature Selection Module ( Scikit Learn )
numb3r33 commented

Found a gold mine