3.1 Dimensionality Reduction
3.1 Dimensionality Reduction
For obtaining a better fit predictive model while solving the classification
and regression problems, we use dimensionality reduction
Benefits of applying Dimensionality Reduction
Differences :
feature selection is about selecting the subset of the original feature
set
feature extraction creates new features.
Feature selection is a way of reducing the input variable for the model by using
only relevant data in order to reduce overfitting in the model.
What is Feature Selection?
Feature selection is the process of selecting the subset of the relevant
features and leaving out the irrelevant features present in a dataset to build a
model of high accuracy.
In other words, it is a way of selecting the optimal features from the input
dataset.
Definition:
"It is a process of automatically or manually selecting the subset of most
appropriate and relevant features to be used in model building."
Feature selection is performed by either including the important features or
excluding the irrelevant features in the dataset without changing them.
Need for Feature Selection
Same goal as the filter method, but it takes a machine learning model for
its evaluation.
In this method, some features are fed to the ML model, and evaluate the
performance.
On the basis of the output of the model, features are added or subtracted,
and with this feature set, the model has trained again.
This method is more accurate than the filtering method but complex to
work.
Some common techniques of wrapper methods are:
i. Forward Selection
ii. Backward Selection
iii. Bi-directional Elimination
i. Forward selection -
is an iterative process, which begins with an empty set of
features.
These are fast processing methods similar to the filter method but
more accurate than the filter method.
Some common techniques of Embedded methods are:
LASSO
Elastic Net
Ridge Regression etc.
How to choose a Feature Selection Method?
It is very important to understand that which feature selection method will work properly
for their model.
2. Feature Extraction