Univariate selection

With the help of univariate selection, we intend to select single variables that are associated the most with your target variable according to a statistical test.

There are three available tests to base our selection on:

  • The f_regression object uses an F-test and a p-value according to the ratio of explained variance against the unexplained one in a linear regression of the variable with the target. This is only useful for regression problems.
  • The f_classif object is an ANOVA F test that can be used when dealing with classification problems.
  • The Chi2 object is a chi-squared test, which is suitable when the target is a classification and the variables are count or binary data (they should be positive).

All of the tests ...

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