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check scikit-learn feature selection utilities https://scikit-learn.org/stable/modules/feature_selection.html https://scikit-learn.org/stable/modules/feature_se

check scikit-learn feature selection utilities https://scikit-learn.org/stable/modules/feature_selection.html https://scikit-learn.org/stable/modules/feature_selection.ht... besides techniques mentioned in other posts (l1 regularization) sequential feature selection (backward and forward) is quite common

disgruntledphd2 5y ago
> equential feature selection (backward and forward) is quite common This is fine if you have test/validation sets, but never, ever report p-values on the result of such a selection process, as they are incredibly biased.