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model-selection

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evalml
konst-int-i
konst-int-i commented Dec 17, 2020

Is your feature request related to a problem? Please describe.
Feature is not directly related to a problem, but is rather an enhancement of existing functionality. As suggested by Julian King on the facet Slack channel, we could add Maximum Relevance Minimum Redundancy (MRMR) as a feature selection algorithm.

The algorithm is explained in the following papers:
https://arxiv.org/pdf/1

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