Feature-Selection-for-Machine-Learning
Examples of feature selection techniques:
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Filter Methods
Basics
• Constant
• Quasi-constant
• Duplicated
Statistical Measures
• Fisher score
• Univariate methods
• Mutual information
Correlation
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Wrapper Methods
• Step forward selection
• Step backward selection
• Exhaustive search
• Feature shuffling
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Embedded Methods
• LASSO
• Decision tree derived importance
• Regression coefficients
• Recursive Feature Elimination