Feature Selection Approach

What is feature selection?

Why is feature selection required?

Feature Selection Approach:

• L1 norm/Lasso

• Sequential feature selection: forward and backward

• Recursive feature elimination

• Embedded methods: Feature Importance

Sequential Feature Selection(SFS) vs Recursive feature elimination(RFE)

Which is the best method for feature selection?

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IIM Bangalore | Writing about Machine Learning & Quantitative finance.

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Priyanka Dalmia

Priyanka Dalmia

IIM Bangalore | Writing about Machine Learning & Quantitative finance.

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