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Machine Learning - Interview Questions
How do you select important variables while working on a data set?
There are various means to select important variables from a data set that include the following :
 
* Lasso Regression
* Random Forest and plot variable chart
* Forward, Backward, and Stepwise selection
* The variables could be selected based on ‘p’ values from Linear Regression
* Identify and discard correlated variables before finalizing on important variables
* Top features can be selected based on information gain for the available set of features.
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