Feature Selection in Machine Learning — 2022

Feature Selection for Machine Learning — Created by the Author

When building a machine learning model for a business problem, it’s rare that all the variables in the data will need to be incorporated in the model. Sure, adding more variables rarely makes a machine learning model less accurate, but there are certain disadvantages to including an excess of features.

In this article, I discuss the importance of feature selection in machine learning. I highlight why we should select features when using our models for business problems. And then go over the main feature selection algorithms.

What we’ll cover:

• What is feature selection in machine learning?
• Importance of feature selection in machine learning
• Feature selection methods: filter, wrapper, embedded and hybrid

Let’s get started.

What is feature selection in machine learning?

Feature selection is the process of identifying and selecting a subset of variables from the original data set to use as inputs in a…