Selecting Feature Selection Method

selecting best feature selection methods based on data types:

  • Numerical Input, Numerical Output:
    • Pearson’s correlation coefficient (linear)
    • Spearman’s rank coefficient (nonlinear)
  • Numerical Input, Categorical Output or Categorical Input, Numerical Output
    • ANOVA correlation coefficient (linear)
    • Kendall’s rank coefficient (nonlinear)
  • Categorical Input, Categorical Output
    • Chi-Squared test (contingency tables)
    • Mutual Information