search

IdoRafael / ML_HW2

0 stars 0 forks source link

Feature Selection #5

Open IdoRafael opened 6 years ago

IdoRafael commented 6 years ago

Use at least one filter method and one wrapper method.

IdoRafael commented 6 years ago

Using filter currently. Add wrapper.

[Bonus] Can add embedded as well - Filtering First (conservatively), Wrapper & Embedded Next (more aggressively)

IdoRafael commented 6 years ago

Filter methods: information gain chi-square test fisher score correlation coefficient variance threshold

Wrapper methods: recursive feature elimination sequential feature selection algorithms genetic algorithms

Embedded methods: L1 (LASSO) regularization decision tree

Which? What order? (first filter, then wrap\embed? Perhaps use all together and choose best overall?)