Initial code for feature selection

[bbeat2782]

This is my initial code of feature_selection.py to get initial feedback.

I'd like to know whether I'm going in the direction you intended or not.

Thanks in advance.

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:books: Documentation preview :books:: https://sklearn-evaluation--289.org.readthedocs.build/en/289/

[edublancas]

the idea is to have a document that mixes code with explanations (here's an example).

You can re-use your existing code, but embed it in a .md document where you explain what feature selection is, and what methods are available.

also, there's no need to write much custom logic, just use whatever sklearn has available.

here's the documentation so you know how to upload these tutorials: https://github.com/ploomber/contributing/blob/main/documentation/notebooks.md