What remove for similar features

WillKoehrsen / feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

GNU General Public License v3.0

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What remove for similar features #33

Open Sandy4321 opened 4 years ago

Sandy4321 commented 4 years ago

May you clarify what are you doing with colinear features What you remove from let's say 3 similar features Which one?

hppy139 commented 3 years ago

Facing the same question. @Sandy4321 Unfortunately, in your example, the code to_drop = [column for column in upper.columns if any(upper[column].abs() > correlation_threshold)](in line 201 of feature_selector.py) will remove 2 features, remaining the 1st feature in the upper triangular correlation matrix. Does it?

Sandy4321 commented 3 years ago

any answer pls