MLP FU
Scikit-learn/Data Preprocessing/Feature Selection

Feature Selection

What is Feature Selection?

Feature selection is the process of choosing the most important columns (features) in your data to use for building a machine learning model. It helps make models simpler, faster, and sometimes more accurate.

Why is Feature Selection Important?

  • Removes unnecessary or noisy data
  • Makes models easier to understand
  • Can improve model performance
  • Reduces computation time

Main Types of Feature Selection

MethodHow it WorksSpeedUses Model?Example Techniques
FilterUses stats to pick featuresFastNoCorrelation, Variance
WrapperTries feature sets with a modelSlowYesRFE, Forward Selection
EmbeddedPicks features during model trainingMediumYesLasso, Decision Trees
  • Filter: Uses statistics to select features before modeling.
  • Wrapper: Tries different feature sets with a model to find the best.
  • Embedded: The model itself selects features as it learns.

When Should You Use Feature Selection?

  • When you have lots of features (columns)
  • When you want a simpler or faster model
  • When you want to avoid overfitting

The Feature Selection Process

Learn more about each method in the pages below!