13.4.4 Sequential Feature Selection (L13: Feature Selection)

Published: 05 January 2022
on channel: Sebastian Raschka

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This video explains how sequential feature selection works. Sequential feature selection is a wrapper method for feature selection that uses the performance (e.g., accuracy) of a classifier to select good feature subsets in an iterative fashion. You can think of sequential feature selection method as an efficient approximation to an exhaustive feature subset search.

Slides: https://sebastianraschka.com/pdf/lect...

Sequential feature selection paper: Ferri, F. J., Pudil P., Hatef, M., Kittler, J. (1994). "Comparative study of techniques for large-scale feature selection." Pattern Recognition in Practice IV : 403-413. https://www.sciencedirect.com/science...

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This video is part of my Introduction of Machine Learning course.

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A handy overview page with links to the materials: https://sebastianraschka.com/blog/202...

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