Feature Selection (Wrapper Methods)
In this lesson, you’ll learn about Feature Selection, which refers to the process of selecting the most appropriate features for making the model.
We'll cover the following...
Wrapper Methods
In Wrapper Methods the problem of Feature Selection is reduced to a search problem. A model is built using a set of features and its accuracy is recorded. Based on the accuracy, more features are added or removed, and the process is repeated. We have the following methods in Wrapper Methods.
Forward Selection
Forward Selection is an iterative method. In this method, we start with one feature and we keep on adding features until no improvement in the model is observed. The search is stopped after a pre-set criteria is met. This is ...