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How do we select our input features? #6

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tommylees112 opened this issue May 10, 2019 · 0 comments
Open

How do we select our input features? #6

tommylees112 opened this issue May 10, 2019 · 0 comments

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@tommylees112
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How do we do this in a principled and defensible way.

  • From their contribution to predictive accuracy?
  • by their SHAP values?
  • by our understanding of drought processes (expert opinion?)
  • start with simplest most parsimonious model and then add features one by one (forwardwise step selection - MLXtend)
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