Trang chủ‎ > ‎IT‎ > ‎Data Science - Python‎ > ‎

Feature selections methods - find importance features

Scikit-learn includes quite a few methods for feature ranking, among them:

(see more at http://scikit-learn.org/stable/modules/feature_selection.html)

Among those, I definitely recommend giving Randomized Logistic Regression a shot. In my experience, it consistently outperforms other methods and is very stable. Paper on this: http://arxiv.org/pdf/0809.2932v2.pdf

Read following series of blog posts on different feature selection methods and their pros and cons, which are probably useful for answering this question in more detail:


Comments