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
| Method | How it Works | Speed | Uses Model? | Example Techniques |
|---|---|---|---|---|
| Filter | Uses stats to pick features | Fast | No | Correlation, Variance |
| Wrapper | Tries feature sets with a model | Slow | Yes | RFE, Forward Selection |
| Embedded | Picks features during model training | Medium | Yes | Lasso, 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!