Why use feature selection in machine learning

Answer : Feature engineering is important when it comes to building a model. It is important because it lets us understand the data in much better way. When we do data analysis on the raw data then we have to find out hidden patterns that can only be done via feature engineering.

Lets consider a very simple example here. Lets say we have data of how many persons board bus from kashmiri gate bus stand. We have a date column and total number of persons as another columns.

This is raw data. Think on it for few minutes and try to guess what is it trying to tell.

We can see that number of persons boarded bus from kashmiri gate were low on two days and high & consistent of other two. But we would never know why if we dont break the data. Now, we will be introducing a new feature/column here which will tell us what week of the day it was on these days.

After doing the transformation, we can clearly see why there were so less people who boarded bus from kashmiri gate on those two days because those two days were coming on weekend so people may have preferred some other means of transport or they may have not stepped out at all. This pattern can be found out with graph if we have more data and plot its line chart.

Coming to feature selection, After seeing the pattern in raw data we will be introducing more of similar features but not all of these features may be correlating with out target. To avoid including unnecessary data in training data, we do feature selection.

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