Concept map: Feature selection inside CV
Prerequisites (two levels) and direct dependents of Feature selection inside CV. Show everything
- 5prerequisites shown
- 0direct dependents
- 1lessons use it
Taught and used in
Insights 10
- Do not read lasso's choice among correlated features as evidence that the others do not matter
- Do not assume the top principal components carry the predictive signal
- Choose the simplest regularization setting within one standard error of the best
- Plot the coefficient path before naming the drivers a lasso model selected
- Run feature selection inside each training fold, never on the full dataset first
- Fit depth-one boosting first to learn whether interactions matter before hand-crafting crosses
- Keep only features that survive repeated subsampling when selection is noisy
- Report selection stability across folds as an overlap statistic next to the accuracy
Projects 4
- Predicting one-year diabetes progression with an honest error estimate: nested CV on 442 patients
- Probability of default for a card portfolio: calibrated, monotone, explainable and audited
- Yield-failure screening from 590 sensor signals: feature selection without fooling yourself
- Route-day passenger backtest and the capacity/price what-if: forecasts are not causal answers
List view151 concepts
Day 1
Day 2
Day 3
Day 4
Day 5
Day 6
Day 7
Day 8
Day 9
Day 11
Day 12
Day 13
Day 14
Day 15
Day 16
Day 17
Day 18
Day 19
Day 21
Day 22
Day 23
Day 24
Day 25
Day 26
Day 27
Day 28
Day 29
Day 31
Day 32
Day 33
Day 34
Day 35
Day 36
Day 37
Day 38
Day 39
Day 40
Day 41
Day 42
Day 43
Day 44
Day 45
Day 46
Day 47
Day 48
Day 49
Day 51
Day 52
Day 53
Day 54
Day 55
Day 58
Day 59
Day 60