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Exercise

Feature Selection

Feature Selection is a process of finding out the best subset of attributes which better explains the relationship of independent variables with target variable.

You can select the useful features based on various metrics like:

  • Domain Knowledge: Based on domain experience, we select feature(s) which may have a higher impact on target variable.
  • Visualization: As the name suggests, it helps to visualize the relationship between variables, which makes your variable selection process easier.
  • Statistical Parameters: We also consider the p-values, information values, and other statistical metrics to select right features.

Variable importance table of random forest classifier can act as feature selection tool?

Instructions

50 XP

Possible answers