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162
kategorie
2 032
podkategorie
23 060
pojęcia
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Feature Selection

Process of automatically selecting the most relevant variables to build an optimal predictive model, reducing dimensionality and improving generalization.

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Filter Methods

Feature selection techniques independent of the model, evaluating each variable individually according to statistical criteria before training.

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Wrapper Methods

Selection approaches using the predictive model to evaluate feature subsets, often more accurate but computationally intensive.

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Embedded Methods

Strategies combining selection and learning, where the selection process is directly integrated into the model training algorithm.

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Recursive Feature Elimination

Iterative algorithm progressively removing the least important features by retraining the model at each step until reaching the optimal number of variables.

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Mutual Information

Measure quantifying the statistical dependence between two variables, used to evaluate feature relevance relative to the target variable.

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Variance Threshold

Basic filtering technique eliminating features with variance below a predefined threshold, considered uninformative.

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Chi-square Test

Statistical test evaluating independence between categorical variables, used to measure the relevance of qualitative features relative to the target.

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ANOVA F-Test

Statistical test comparing variances between groups to evaluate the relationship between numerical features and categorical target variables.

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Correlation Coefficient

Statistical measure quantifying the strength and direction of the linear relationship between two variables, used to detect multicollinearity.

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Sequential Selection

Greedy method sequentially adding (forward) or removing (backward) features to optimize a model performance metric.

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Boruta Algorithm

Wrapper method based on random forests identifying all relevant features by comparing their importance to random shadow variables.

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Permutation Importance

Model-agnostic technique evaluating feature importance by measuring performance degradation after random permutation of their values.

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Relief Algorithm

Filter method assessing feature relevance by measuring their ability to distinguish neighboring instances of different classes.

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