Feature Selection with Recursive Feature Elimination
One of my favorite methods for feature selection is recursive feature elimination. It's very easy to do, and a starting data scientist can code this up. This is a starting point; feature selection is a much larger topic.
I did a more sophisticated version of this at DataRobot that I called Feature Importance Rank Ensembling (FIRE) - https://www.datarobot.com/blog/using-...
Background: Oleksandr P at https://www.pexels.com/video/flaming-...
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