Published August, 2022
-
Basic Selection Methods
- Removing Constant Features
- Removing Quasi-Constant Features
- Removing Duplicated Features
-
Correlation Feature Selection
- Removing Correlated Features
- Smart Correlation
-
Filter Methods: Univariate Statistical Methods
- Chi-square distribution
- Anova
- Correlation
- Mutual information
-
Univariate Methods
- Single feature classifier
- Target mean encoding
-
Wrapper Methods
- Exhaustive Feature Selection
- Step Forward Feature Selection
- Step Backward Feature Selection
-
Embedded Methods: Linear Model Coefficients
- Lasso
- Decision tree feature importance
- Recursive feature elimination based on importance
-
Hybrid Feature Selection Methods
- Feature Shuffling
- Recursive Feature Elimination
- Recursive Feature Addition