Category "feature-selection"

How to automatically choose meaning num_features_to_select with best result in select_features from CatBoostClassifier?

I'm writting a class on Python, where I'm trying to automatically pick up a value of num_features_to_select in CatBoostClassifier().select_features(). Right no

Right way to use RFECV and Permutation Importance - Sklearn

There is a proposal to implement this in Sklearn #15075, but in the meantime, eli5 is suggested as a solution. However, I'm not sure if I'm using it the right w

Pandas dataframe divide features to group of high correlation

I have a dataframe with over 280 features. I ran correlation map to detect groups of features that are highly correlated: Now, I want to divide the features to

Get a feature importance from SHAP Values

iw ould like to get a dataframe of important features. With the code below i have got the shap_values and i am not sure, what do the values mean. In my df are 1