The Hilbert-Schmidt Independence Criterion is capable of detecting non-linear dependence between random variables.
As a result, hisel is effective in selecting features when the dependence with the target is non-linear.
We demonstrate this in a notebook. This PR contains that notebook.
Context
The Hilbert-Schmidt Independence Criterion is capable of detecting non-linear dependence between random variables. As a result,
hisel
is effective in selecting features when the dependence with the target is non-linear. We demonstrate this in a notebook. This PR contains that notebook.Checklist