feature_selection - JasonWayne/personal-wiki GitHub Wiki

Feature engineering and selection in Azure Machine Learning提到了feature selection的相关技术。

http://machinelearningmastery.com/discover-feature-engineering-how-to-engineer-features-and-how-to-get-good-at-it/，还没看

An Introduction to Feature Selection 总结的很好

Filter-Based Feature selection

Pearson Correlation, mutual information, Chi Squared test

Fisher Linear Discriminant Analysis