Regarding variable selection for algorithms

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#1

Hello Friends,
I wanted to know is there one method of variable selection for algorithms like linear, logistic regression , random forest , support vector machine…or different methods of variable selection depending on the algorithm…
Thanks
Amod Shirke


#2

chisquare test


#3

Hi @amodaks,

The variable selection is not dependent on the algorithm. You can refer the following article :


#4

Variable Selection Algorithms :

  1. Filter Methods( Chi squared test, information gain and correlation coefficient scores).
  2. Wrapper Methods.
  3. Embedded methods (regularization methods).

#5

Each method has some situations you used for.