Chapter 3
Details of Logistic Regression and Feature Exploration
Section 4
Univariate Feature Selection: What It Does and Doesn't Do
In the earlier videos, we have learned techniques for going through features one by one to see whether they have predictive power. This is a good first step, and if you already have features that are very predictive of the outcome variable, you may not need to spend much more time considering features before modeling. However, there are drawbacks to univariate feature selection. It does not consider the interactions between features. For example, what if the credit default rate is very high specifically for people with a certain education level and a certain range of credit limit? Here are the topics that we will cover now: