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This question already has an answer here:

Is it appropriate to conduct feature selection (e.g., Recursive Feature Selection) on a data set IN ADVANCE of model fitting to scale down features for more expedient machine learning model fitting?

I have some resources that suggest that. When I've tried it it has hurt overall model performance.

Insight please

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marked as duplicate by Sycorax, Peter Flom Apr 1 at 11:32

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