QUICK REFERENCE GUIDE; FEATURE SELECTION

Feature selection — A look at some of the common techniques

Introduction

Imagine you are going to build a model using X number of features to perform a task to a reasonable degree of finesse. With a myriad of methods available, how do you know what number of features to use, and which features to use? Well, one would not be remiss to consider using only the most useful features to do so. However, it is also important to be aware that some algorithms relevant to the task, would face…