How to Perform Feature Selection with Scikit-Learn

How to select important features for your machine learning model

Feature selection is choosing the most relevant features to the underlying problems. In predictive machine learning, we choose features suitable to improve the model prediction capability.

There are many methods to perform feature selection, including statistical analysis, such as the Chi-Square method, or a more advanced one, such as model feature importance. Having good domain knowledge is also the best way to do feature selection.

In Scikit-Learn, we can use various functions to perform feature selection. What are these functions? Let’s get into it.

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