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 “The Predictive Modeling Pipeline” module with basic usage of scikit-learn;

• skills acquired during the “Selecting 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.