Chapter 12

Feature Selection

Abstract

This chapter introduces a preprocessing step that is critical for a successful predictive modeling exercise: feature selection. Feature selection is known by several alternative terms such as attribute weighting, dimension reduction, and so on. There are two main styles of feature selection: filtering the key attributes before modeling (filter style) or selecting the attributes during the process of modeling (wrapper style). We discuss a few filter-based methods such as PCA, information gain, and chi-square, and a couple of wrapper-type methods like forward selection and backward elimination.

Keywords

Attribute weighting; backward elimination; chi-square test; dimension reduction; feature selection; filter type; ...

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