[D]How to estimate the predictive power of input features? • r/MachineLearning

The two questions are related to the same problem of feature selection, which is a hard problem in general. Some regression techniques, such as Lasso and random forests, are able to look for the most relevant features. There are also heuristics used in preprocessing that try to estimate which features are most predictive, for instance ranking them according to the ANOVA F-value, see e.g. It's hard to say how accurate are these heuristics though.