Feature Selection

3 flashcards · Computer Science · by charlie42

1. Difference between Recursive Feature Elimination (RFE) and SelectFromModel?

   SelectFromModel selects stop n features from the model once. RFE removes the least important feature, then refit a new model on the n-1 features, removes the least important feature from this new model, etc.

2. Example of a two-feature interaction?

   The risk of developing a heart disease would depend on your BMI which is defined as weight / height²

3. What's the problem with using feature_importances_ from Random Forest?

   They're biased towards features with high cardinality