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Feature Selection Techniques
Code - https://github.com/edyoda/data-scienc...
Agenda
1. Introduction to Feature Selection
2. VarianceThreshold
3. Chi-squared stats
4. ANOVA using f_classif
5. Univariate Linear Regression Tests using f_regression
6. F-score vs Mutual Information
7. Mutual Information for discrete value
8. Mutual Information for continues value
9. SelectKBest
10. SelectPercentile
11. SelectFromModel
12. Recursive Feature Elemination
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