Select features using multiple methods
Select the most predictive features
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Write Python code to perform feature selection on DataFrame df for predicting [target] using: filter methods (mutual information, chi-squared), wrapper method (recursive feature elimination with cross-validation), and embedded method (Lasso regularization). Compare the selected feature sets and recommend a final set.
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Pensez à standardiser les variables avant le chi² et le Lasso, et adaptez la mesure d’information mutuelle au type de cible (classification vs régression). Croisez les résultats sur plusieurs splits pour vérifier la stabilité des sous-ensembles retenus, et privilégiez l’intersection des méthodes si la performance est équivalente.
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