A Python implementation of various feature selection methods for machine learning, demonstrated using the wine dataset.
This repository provides a comprehensive demonstration of different feature selection techniques in machine learning. Feature selection is a crucial step in the ML pipeline that helps identify the most relevant features, reducing dimensionality while maintaining or improving model performance.
The implementation uses the wine dataset from scikit-learn as an example to showcase how different feature selection methods work and compare their results.
- Univariate Feature Selection: Statistical tests (Chi-squared) to select features with the strongest relationship with the output variable
- Recursive Feature Elimination (RFE): Recursively removes features and builds a model on those remaining, selecting features by recursively considering smaller sets
- Principal Component Analysis (PCA): Dimensionality reduction technique that transforms features into a new set of uncorrelated variables
- Feature Importance with Tree-based Models:
- Extra Trees Classifier for feature ranking
- Random Forest Classifier for feature ranking
- Python 3.6+
- Dependencies:
pandas scikit-learn
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Clone the repository:
git clone https://github.com/corticalstack/FeatureSelection.git cd FeatureSelection
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Install the required dependencies:
pip install pandas scikit-learn
Run the main script to see all feature selection methods in action:
python main.py
- Scikit-learn Feature Selection Documentation
- Feature Selection Techniques in Machine Learning
- Principal Component Analysis Explained
Q: Why is feature selection important?
A: Feature selection helps improve model accuracy, reduce overfitting, decrease training time, and enhance model interpretability by removing irrelevant or redundant features.
Q: Which feature selection method should I use?
A: It depends on your specific use case. Filter methods (like Chi-squared) are fast but don't consider feature interactions. Wrapper methods (like RFE) consider interactions but are computationally expensive. Embedded methods (like tree-based importance) offer a good balance.
This project is licensed under the MIT License - see the LICENSE file for details.