…to be informative in prediction, and discard or combine those that are redundant. “Features” is a term used by the machine learning community, “variables” refers to the same thing and is used by the statistical community. “Subset selection” methods, originally developed for regression models, are an important feature selection method.
Week #8 – Feature Selection
- February 5, 2014
- , 7:59 pm
In predictive modeling, feature selection, also called variable selection, is the process (usually automated) of sorting through variables to retain variables that are likely...