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Feature Selection

skill-ericwang915-data-scientist-skills-feature-selection · by ericwang915

Select the most important features: filter methods (mutual information, chi-squared), wrapper methods (recursive feature elimination), embedded methods (LASSO, tree importance), and SHAP-based selection. Use when reducing dimensionality, improving model performance, or identifying key drivers.

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Install

$ agentstack add skill-ericwang915-data-scientist-skills-feature-selection

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Security review

✓ Passed

No issues found. Passed automated security review. · v0.1.0 How review works →

  • Prompt-injection patterns
  • Secret / credential exfiltration
  • Dangerous shell & filesystem operations
  • Untrusted network calls
  • Known-malicious package signatures

What it can access

  • Network access No
  • Filesystem access No
  • Shell / process execution No
  • Environment & secrets No
  • Dynamic code execution No

From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.

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Reliability & compatibility

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Declared compatibility

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About

Feature Selection

Purpose

Select the most informative features to improve model performance, reduce overfitting, and increase interpretability.

How It Works

Method Categories

| Category | Methods | Speed | Considers Interactions? | |----------|---------|-------|------------------------| | Filter | Mutual info, chi², variance threshold | Fast | No | | Wrapper | RFE, forward/backward selection | Slow | Yes | | Embedded | LASSO, tree importance, elastic net | Medium | Partially | | SHAP-based | SHAP importance, Boruta-SHAP | Slow | Yes |

Step-by-Step

  1. Remove zero-variance and near-zero-variance features
  2. Remove highly correlated pairs (keep the one with higher target correlation)
  3. Apply filter methods for initial ranking
  4. Use embedded methods (LASSO, tree importance) for refined selection
  5. Validate with RFE or SHAP for final feature set
  6. Compare model performance: all features vs. selected features

Usage Examples

"I have 200 features. Select the 20 most important for predicting churn."
"Which features can I drop without hurting model accuracy?"

Output Format

  • Feature Ranking: Importance scores per feature
  • Selected Features: Final set with rationale
  • Comparison: Model performance with all vs. selected features
  • Python Code: sklearn / SHAP implementation

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

Install and usage instructions live in the source repository linked above.

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Versions

  • v0.1.0 Imported from the upstream source.