Research on Smart Grid, Slides of Cybercrime, Cybersecurity and Data Privacy

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FEATURE SELECTION METHODS

FILTER METHODS | OVERVIEW

FILTER METHODS

• Select variables independently of the machine learning algorithm
• Rely only on the characteristics of the data (of the variables)  Model agnostic  Fast computation

FILTER METHODS | RANKING CRITERIA

Feature scores on various statistical tests:

• Chi-square | Fisher Score
• Univariate parametric tests (anova)
• Mutual information
• Variance
  • Constant features
  • Quasi-constant features

FILTER METHODS | MULTIVARIATE

• Handle redundant feature
• Duplicated features
• Correlated features
• Simple yet powerful methods to quickly remove irrelevant and redundant features
• First step in feature selection procedures