vwang0/Feature-Selection

Feature Selection Feature Extraction Machine Learning Data Science

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