Feature Selection with Optuna

A versatile and promising approach for the feature selection task

Feature selection is a critical step in many machine learning pipelines. In practice, we generally have a wide range of variables available as predictors for our models, but only a few of them are related to our target. Feature selection consists of finding a reduced set of these features, mainly for:

• Improved generalization — using a reduced number of features minimizes the risk of …

feature selection machine learning model optimization optuna programming