Recursive feature elimination with Feature-engine

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In this video, we show how to implement Recursive Feature Elimination (RFE) with Feature-engine. RFE consists of removing 1 feature at a time, and evaluating the drop in model performance. If the model performance drops beyond a certain threshold, then the feature is kept, alternatively, it is removed.

  1. Soledad Galli | Data Scientist
  2. feature selection
  3. Feature-engine
  4. machine learning
  5. univariate models
  6. random forest
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