transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion
Apache License 2.0
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Nonlinear transformation example - Effectiveness of HSICSelector #20

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

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.

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