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How to recursive remove features by best loss ? #2635
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Hello! Sorry for the long wait for an answer to your question. You can obtain this information about best loss_features from summary, i e:
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Thanks. Yeah it's very useful and may need some parameters for balancing best loss and maximum number of removal features. |
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I follow the example to do recursive feature selection and find the target is reduce feature number to
num_features_to_select
.Instead of set
num_features_to_select
, I want to reduce feature number bybest loss
.As my selection plots :
Here, we can see the number of removed features in 70 ~ 270 get best loss . So 270 is the maximum number for removing features.
But I didn't find api for this purpose. It would be good to include best loss features in
summary = model.select_features(...)
.The text was updated successfully, but these errors were encountered: