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feature-selection-for-machine-learning's Introduction

PythonVersion License https://github.com/solegalli/feature-selection-for-machine-learning/blob/master/LICENSE Sponsorship https://www.trainindata.com/

Feature Selection for Machine Learning - Code Repository

Launched: February, 2018

Actively maintained.

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Table of Contents

  1. Basic Selection Methods

    1. Removing Constant Features
    2. Removing Quasi-Constant Features
    3. Removing Duplicated Features
  2. Correlation Feature Selection

    1. Removing Correlated Features
    2. Basic Selection Methods + Correlation - Pipeline
  3. Filter Methods: Univariate Statistical Methods

    1. Mutual Information
    2. Chi-square distribution
    3. Anova
    4. Basic Selection Methods + Statistical Methods - Pipeline
  4. Filter Methods: Other Methods and Metrics

    1. Univariate roc-auc, mse, etc
    2. Method used in a KDD competition - 2009
  5. Wrapper Methods

    1. Step Forward Feature Selection
    2. Step Backward Feature Selection
    3. Exhaustive Feature Selection
  6. Embedded Methods: Linear Model Coefficients

    1. Logistic Regression Coefficients
    2. Linear Regression Coefficients
    3. Effect of Regularization on Coefficients
    4. Basic Selection Methods + Correlation + Embedded - Pipeline
  7. Embedded Methods: Lasso

    1. Lasso
    2. Basic Selection Methods + Correlation + Lasso - Pipeline
  8. Embedded Methods: Tree Importance

    1. Random Forest derived Feature Importance
    2. Tree importance + Recursive Feature Elimination
    3. Basic Selection Methods + Correlation + Tree importance - Pipeline
  9. Hybrid Feature Selection Methods

    1. Feature Shuffling
    2. Recursive Feature Elimination
    3. Recursive Feature Addition

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feature-selection-for-machine-learning's Issues

Feature Selection in Machine Learning with Python: sklearn\model_selection\_validation.py:73: FutureWarning: `fit_params` is deprecated

In Chapter Six (wrapper methods, exhaustive search) of the text noted above, the code on page 106 (efs = EFS(estimator=RandomRorestClassifier...) spawns the error below (quite a few times since it is evaluating a lot models). The code still works and the results are good bit it is a lot of warnings...

Likely an easy change. Or, if the warning can be suppressed, let me know how.

I am enjoying the book and using the product!

Thanks!

Allen
[email protected]

sklearn\model_selection_validation.py:73: FutureWarning: fit_params is deprecated and will be removed in version 1.6. Pass parameters via params instead.

how to created new features by all features combinatoric combination

Is your feature request related to a problem? Please describe.
if we have categorical features how to created new features by all features combinatoric combination
since in real life categorical features are NOT independent , but many of them are dependent from each to others

even scikit learn can not do, but you will?

related to
PacktPublishing/Python-Feature-Engineering-Cookbook#1
Describe the solution you'd like
for example maximum number of combined features is given: or 2 or 4 or 5

for pandas DF you can use
concatenation
https://stackoverflow.com/questions/19377969/combine-two-columns-of-text-in-dataframe-in-pandas-python

columns = ['whatever', 'columns', 'you', 'choose']
df['period'] = df[columns].astype(str).sum(axis=1)

so three features combinations from 11 features
features combinatoric combination
seems to be 3 nested loops are not good for this
for i in range(1,11)
for j in range(i+1,11)
for k in range(j+1,11)

you need to get 165 new features from all combinations (not permutations )
then you get many new features

"
Another alternative that I've seen from some Kaggle masters is to join the categories in 2 different variables, into a new categorical variable, so for example, if you have the variable gender, with the values female and male, for observations 1 and 2, and the variable colour with the value blue and green for observations 1 and 2 respectively, you could create a 3rd categorical variable called gender-colour, with the values female-blue for observation 1 and male-green for observation 2. Then you would have to apply the encoding methods from section 3 to this new variable
."

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