I wonder if sklearn has any feature selection mechanism that chooses features that are highly correlated with target variable and maintains low inter-correlation among them. I know there is one in Weka, called CfsSubsetEval. I wonder if there is any equivalent method in sklearn. I have checked but could not see any relevant methods in this URL. I appreciate any help!


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.