You probably heard that you can replace categorical variables by the target mean. This selection method uses that principle to encode both categorical and numerical variables, and then obtain a measure of how predictive these variables are. Finally, it ranks the variables and selects the top ranking ones.
Learn how to utilize the SelectByTargetMeanPerformance transformer from Feature-engine to identify the most predictive features in your dataset. By encoding categorical variables with target means and discretizing numerical variables, this method effectively assesses feature importance.
Feature-engine documentation: https://feature-engine.trainindata.com
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