Supervised feature selection

Dimensionality Reduction in R

Matt Pickard

Owner, Pickard Predictives, LLC

Unsupervised vs. supervised feature selection

Beginning of feature selection hierarchy

Dimensionality Reduction in R

Unsupervised vs. supervised feature selection

There are unsupervised and supervised approaches to feature selection

Dimensionality Reduction in R

Unsupervised vs. supervised feature selection

Unsupervised feature selection includes dropping missing-value features, dropping low-variance features, and dropping correlated features

Dimensionality Reduction in R

Supervised feature selection explained

Selection based on information the predictor provides about the target variable

predictors providing information about the target variable

decision tree image showing change in entropy with split on shape predictor

Dimensionality Reduction in R

Unsupervised vs. supervised feature selection

The other type of feature selection is supervised

Dimensionality Reduction in R

Unsupervised vs. supervised feature selection

Recursive feature elimination is a type of supervise feature selection

Dimensionality Reduction in R

Unsupervised vs. supervised feature selection

Lasso regression is another type of feature selection

Dimensionality Reduction in R

Let's practice!

Dimensionality Reduction in R

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