Introduction

What is feature selection ?

Feature selection is the procedure of selecting a subset (some out of all available) of the input variables that are most relevant to the target variable (that we wish to predict).

**Target variable **hererefers to the variable that we wish to predict.

For this article we will assume that we only have numerical input variables and a numerical target for regression predictive modeling. Assuming that, we can easily estimate the relationship between each input variable and the target variable. This relationship can be established by calculating a metric such as the correlation value for example.

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How To Perform Feature Selection for Regression Problems
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