Basic Concepts of Feature Selection

@machinelearnbot 

There is a consensus that feature engineering often has a bigger impact on the quality of a model than the model type or its parameters. Feature selection is a key part of feature engineering, not to mention Kernel functions and hidden layers are performing implicit feature space transformations. Therefore, is feature selection then still relevant in the age of support vector machines (SVMs) and Deep Learning? First, we can fool even the most complex model types. If we provide enough noise to overshadow the true patterns, it will be hard to find them. The model starts to use the noise patterns of the unnecessary features in those cases.