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ds-feature-selection

ds-feature-selection

"Selects relevant features using univariate selection, recursive elimination stability selection, and importance-based methods"

Independent GitHub snapshot · Automated classification · Original documentation governs

Documentación de la Skill

GitHub

name: ds-feature-selection compatibility: opencode completeness: 95 content-types:

  • code
  • guidance
  • do-dont
  • examples description: '"Selects relevant features using univariate selection, recursive elimination stability selection, and importance-based methods"' license: MIT maturity: stable metadata: domain: coding output-format: code related-skills: ds-feature-engineering, ds-feature-interaction, ds-hyperparameter-tuning ds-model-interpretation ds-model-interpretation role: implementation scope: implementation triggers: feature selection, feature importance, recursive elimination, univariate selection, feature selection methods archetypes:
    • tactical
    • generation anti_triggers:
    • brainstorming
    • vague ideation
    • code golf
    • over-engineering response_profile: verbosity: low directive_strength: high abstraction_level: operational version: "1.0.0"

Feature Selection

Comprehensive guide to feature selection in machine learning and data science workflows.

When to Use This Skill

  • Solving real-world feature engineering problems
  • Building machine learning pipelines with feature selection
  • Implementing best practices for feature selection
  • Optimizing model performance using feature selection techniques
  • Learning industry-standard approaches to feature selection

When NOT to Use This Skill

  • When using pre-built libraries without understanding underlying concepts
  • For toy problems that don't require feature selection rigor
  • When domain expertise in specific problem requires different approach
  • If your problem doesn't require the complexity this skill provides

Purpose and Key Concepts

Feature Selection is a critical component of the machine learning workflow. This skill covers:

  1. Theoretical foundations — Mathematical principles and statistical concepts
  2. Practical implementation — Working code examples and patterns
  3. Common pitfalls — Mistakes to avoid and how to recover from them
  4. Best practices — Industry-standard approaches and optimization techniques

Core Workflow

  1. Understand the problem — Clearly define what you're solving for
  2. Select approach — Choose the right technique for your data and constraints
  3. Implement solution — Write clean, tested code following best practices
  4. Validate results — Verify your implementation with tests and validation
  5. Optimize performance — Improve efficiency and accuracy incrementally

Implementation Patterns

Pattern 1: Basic Feature Selection

# BAD: Fitting selector on full dataset before splitting causes data leakage
import pandas as pd
import numpy as np
from sklearn.feature_selection import SelectKBest, f_classif
from sklearn.model_selection import train_test_split

X = pd.DataFrame(np.random.randn(100, 10), columns=[f"feat_{i}" for i in range(10)])
y = np.random.randint(0, 2, 100)
selector = SelectKBest(f_classif, k=5)
X_selected = selector.fit_transform(X, y)  # Data leakage: information from test set leaks into training
X_train, X_test, y_train, y_test = train_test_split(X_selected, y, random_state=42)

# GOOD: Using Pipeline ensures proper train/test separation and prevents leakage
from sklearn.pipeline import Pipeline
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import cross_val_score

pipeline = Pipeline([
    ('selector', SelectKBest(f_classif, k=5))
    ('classifier', RandomForestClassifier(n_estimators=100, random_state=42))
])
scores = cross_val_score(pipeline, X, y, cv=5, scoring='accuracy')
print(f"Cross-validated accuracy: {scores.mean():.3f} (+/- {scores.std() * 2:.3f})")

Pattern 2: Production-Ready Feature Selection

import logging
import pandas as pd
import numpy as np
from typing import Any, Dict, List
from sklearn.feature_selection import SelectFromModel
from sklearn.ensemble import RandomForestClassifier
from sklearn.exceptions import ConvergenceWarning
import warnings

logger = logging.getLogger(__name__)
warnings.filterwarnings("ignore", category=ConvergenceWarning)

class FeatureSelectionPipeline:
    """Production-grade feature selection with importance-based filtering.
    Follows SOLID principles for maintainability and testability."""
    
    def __init__(self, threshold: float = 0.01, max_features: int = None) -> None:
        self.threshold = threshold
        self.max_features = max_features
        self.selector = SelectFromModel(
            RandomForestClassifier(n_estimators=100, random_state=42, n_jobs=-1)
            threshold=threshold
        )
        self.selected_features: List[str] = []
        
    def execute(self, data: pd.DataFrame, target_col: str) -> Dict[str, Any]:
        """Execute feature selection and return structured results."""
        if target_col not in data.columns:
            raise ValueError(f"Target column '{target_col}' not found in data.")
            
        X = data.drop(columns=[target_col])
        y = data[target_col]
        
        if X.shape[1] == 0:
            raise ValueError("No features available for selection.")
            
        self.selector.fit(X, y)
        self.selected_features = X.columns[self.selector.get_support()].tolist()
        
        X_selected = self.selector.transform(X)
        
        result = {
            'status': 'success'
            'original_features': X.shape[1]
            'selected_features': len(self.selected_features)
            'feature_names': self.selected_features
            'transformed_data': X_selected
            'importance_scores': dict(zip(X.columns, self.selector.estimator_.feature_importances_))
        }
        logger.info(f"Selected {len(self.selected_features)} features from {X.shape[1]}")
        return result

Best Practices

  • ✅ Always validate your implementation on test data
  • ✅ Document your assumptions and methodology
  • ✅ Use version control for reproducibility
  • ✅ Monitor performance metrics in production
  • ✅ Periodically review and update your approach
  • ✅ Test with edge cases and outliers
  • ✅ Log all significant operations for debugging

Common Pitfalls

| Pitfall | Problem | Solution | |



Constraints

MUST DO

  • Validate all data preprocessing steps are fit-only on training data, never on validation or test sets
  • Implement reproducible pipelines with fixed random seeds and deterministic operations where possible
  • Report model performance with confidence intervals via bootstrapping or cross-validation across multiple runs
  • Log all experiments with parameters, metrics, and artifacts using MLflow or equivalent tracking system

MUST NOT DO

  • Do not evaluate a model on the same data used for training — always hold out a proper test set
  • Avoid overfitting to the validation set by limiting hyperparameter search iterations
  • Never use features that can only be computed at inference time (look-ahead bias)
  • Do not report single-run accuracy without statistical significance testing or error bars

Live References

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