March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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Variable importance and feature selection
When building a model, we want to keep only the relevant features and discard the nonrelevant ones. A model that uses redundant features will have a higher variance (that it, it will be less precise) and the predictions will not look that great. When building models, keeping redundant features is comparable to omitting the relevant ones.
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