Question 271 - MLS-C01 discussion

Feature selection is the process of selecting a subset of extracted features that are relevant and contribute to minimizing the error rate of a trained model. Some techniques for feature selection are:

Correlation plot with heat maps: This technique visualizes the correlation between features using a color-coded matrix. Features that are highly correlated with each other or with the target variable can be identified and removed to reduce redundancy and noise.

Univariate selection: This technique evaluates each feature individually based on a statistical test, such as chi-square, ANOVA, or mutual information, and selects the features that have the highest scores or p-values. This technique is simple and fast, but it does not consider the interactions between features.

Feature importance with a tree-based classifier: This technique uses a tree-based classifier, such as random forest or gradient boosting, to rank the features based on their importance in splitting the nodes. Features that have low importance scores can be dropped from the model. This technique can capture the non-linear relationships and interactions between features.

The other options are not techniques for feature selection, but rather for feature engineering, which is the process of creating, transforming, or extracting features from the original data. Feature engineering can improve the performance and interpretability of the model, but it does not reduce the number of features.

Data scaling with standardization and normalization: This technique transforms the features to have a common scale, such as zero mean and unit variance, or a range between 0 and 1. This technique can help some algorithms, such as k-means or logistic regression, to converge faster and avoid numerical instability, but it does not change the number of features.

Data binning: This technique groups the continuous features into discrete bins or categories based on some criteria, such as equal width, equal frequency, or clustering. This technique can reduce the noise and outliers in the data, and also create ordinal or nominal features that can be used for some algorithms, such as decision trees or naive Bayes, but it does not reduce the number of features.

Data augmentation: This technique generates new data from the existing data by applying some transformations, such as rotation, flipping, cropping, or noise addition. This technique can increase the size and diversity of the data, and help prevent overfitting, but it does not reduce the number of features.

References:

Feature engineering - Machine Learning Lens

Amazon SageMaker Autopilot now provides feature selection and the ability to change data types while creating an AutoML experiment

Feature Selection in Machine Learning | Baeldung on Computer Science

Feature Selection in Machine Learning: An easy Introduction