Feature Selection

Feature Engineering

After the data is ready.

Which features have the best value, which play the biggest role.

Combining features to simplify the

How to select features.

  • Correlation between each two (poor)
  • Stepwise regression
  • Lasso and ridge regression

When selecting features we ask:

  • Can we control it/select it?
  • Can we control it easily what do we gain from it
  • is it a sensible variable?