How to do feature selection for linear regression

Hi,

I have data set that have 1500 features. I have to build regression model. How to do feature selection on 1500 features. Please give some hints.

Hi @shrikant_1,

You can use ridge and lasso techniques in this case. The article below covers the topics in detail:

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Variable selection method is used to form a good and effective regression model. Many variable selection methods existing for regression model such as filter method, wrapper method, embedded methods, forward selection method, Backward Elimination methods, stepwise methods and so on.

I am proposed, " Variable Selection method for regression models using Computational Intelligence Techniques" in the book chapter [Handbook of Research on Machine and Deep Learning Applications for Cyber Security]

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Hi,
Thanks for you response.
If you have pdf book please share the link to download.

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