Feature Selection for the Lazy Data Scientist

A comprehensive literature review and code on Filter-based methods for Feature Selection

If you’re a data scientist and the curse of dimensionality has struck you, this post is for you. Here is a comprehensive survey (with examples), of feature selection algorithms. We finish the discussion by integrating and evaluating an ensemble of different feature selectors for a rounded conclusion.

First, let’s start by defining what feature selection is not. If you’re facing the problem …

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