Feature Selection in Machine Learning, plus Feature Selection Curves
Notebook at: https://bit.ly/raj_fs or https://projects.rajivshah.com/blog/Feature_Selection.html
Content:
0:00 Introduction
0:30 Feature Selection in the ML Lifecycle
1:23 Intro to Notebook
1:45 MNIST and Madelon Datasets
3:40 F-statistic & Mutual Information
3:56 Logistic Regression
4:45 Logistics Regression with Lasso (L1) Regularization
5:23 Feature Importance
6:19 Boruta
7:08 MRMR (Minimum Redundancy Maximum Relevance)
7:55 Feature Selection Curves
10:05 Recursive Feature Elimination
11:42 Feature importance rank ensembling (FIRE)
12:40 Additional Resources (FeatureViz and Kaggle Notebooks)
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