Module overview#

What you will learn#

This module gives some insights regarding feature selection. Besides motivating the benefit of using feature selection, we also illustrate some of the known caveats.

Before getting started#

The required technical skills to carry on this module are:

  • skills acquired during the β€œThe Predictive Modeling Pipeline” module with basic usage of scikit-learn;

  • skills acquired during the β€œSelecting The Best Model” module, mainly around the concept of underfit/overfit and the usage of cross-validation in scikit-learn.

Objectives and time schedule#

The objective in the module are the following:

  • understand in which case feature selection is beneficial;

  • be aware of the caveats and how to put into practice feature selection techniques.

The estimated time to go through this module is about 50 minutes.