Exercise

Selecting important features

In this exercise, your task is to select only the most important features that will be used by the final model. Remember, that the relative importances are saved in the column importance of the DataFrame called relative_importances.

Instructions

100 XP

Select only the features with an importance value higher than 1%.
Create a list from those features and print them (this has been done for you).
Using the index saved in selected_list, transform both features_train and features_test to include the features with an importance higher than 1% only.