transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion
Apache License 2.0
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Experiment: Nonconclusive single-marginal metric of dependence #28

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

Context

In a Jupyter notebook, we present the issue that many feature selection methods face when dealing with complex relations between target and data. This motivates the investigation of methods that look at ensemble of features.

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