transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion
Apache License 2.0
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Examples with mixture of categorical and continuous feature vector #22

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

Context

Real-world dataset often have a mixture of categorical and continuous variables that one wants to use to predict a target or peform a classification task. This PR provides an example with such a mixture obtained with synthetic data. It demonstrates that more care is needed in these cases.

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