Further reading

My suggested go-to introduction to feature selection is Ando Sabaas' four-part exploration of a broad range of feature selection techniques. It's full of Python code snippets and informed commentary. Get started at http://blog.datadive.net/selecting-good-features-part-i-univariate-selection/.

For a discussion on feature selection and engineering that ranges across materials in chapters 6 and 7, consider Alexandre Bourhard-Côté's slides at http://people.eecs.berkeley.edu/~jordan/courses/294-fall09/lectures/feature/slides.pdf. Also consider reviewing Jeff Howbert's slides at http://courses.washington.edu/css490/2012.Winter/lecture_slides/05a_feature_creation_selection.pdf.

There is a shortage of thorough discussion of feature creation, ...

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