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Feature selection functions #17

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nlsschim opened this issue Nov 7, 2022 · 0 comments

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nlsschim commented Nov 7, 2022

Add functions for feature selection methods, such as:

Drop correlated features
Recursive Feature Elimination
Recursive feature addition
Select by shuffling
Select by target mean performance

(List generated from: https://feature-engine.readthedocs.io/en/latest/user_guide/selection/index.html)

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