You're reading from Data Science Projects with Python - Second Edition

Product typeBook

Published inJul 2021

Reading LevelIntermediate

PublisherPackt

ISBN-139781800564480

Edition2nd Edition

Languages

Python

Concepts

Data Science

Author (1)

Stephen Klosterman

Univariate Feature Selection: What it Does and Doesn't Do

In this chapter, we have learned techniques for going through features one by one to see whether they have predictive power. This is a good first step, and if you already have features that are very predictive of the outcome variable, you may not need to spend much more time considering features before modeling. However, there are drawbacks to univariate feature selection. In particular, it does not consider the interactions between features. For example, what if the credit default rate is very high specifically for people with both a certain education level and a certain range of credit limit?

Also, with the methods we used here, only the linear effects of features are captured. If a feature is more predictive when it's undergone some type of transformation, such as a polynomial or logarithmic transformation, or binning (discretization), linear techniques of univariate feature selection may not be effective. Interactions...

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Data Science Projects with Python - Second Edition

Published in: Jul 2021Publisher: PacktISBN-13: 9781800564480

Author (1)

Stephen Klosterman

Stephen Klosterman is a Machine Learning Data Scientist with a background in math, environmental science, and ecology. His education includes a Ph.D. in Biology from Harvard University, where he was an assistant teacher of the Data Science course. His professional experience includes work in the environmental, health care, and financial sectors. At work, he likes to research and develop machine learning solutions that create value, and that stakeholders understand. In his spare time, he enjoys running, biking, paddleboarding, and music.
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You're reading from Data Science Projects with Python - Second Edition

Univariate Feature Selection: What it Does and Doesn't Do

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