1. Feature Engineering
The goal of feature engineering is simply to make your data better suited to the problem at hand.
- improve a model’s predictive performance
- reduce computational or data needs
- improve interpretability of the results
2. Mutual Information
The mutual information (MI) between two quantities is a measure of the extent to which knowledge of one quantity reduces uncertainty about the other.
The advantage of mutual information is that it can detect any kind of relationship, while correlation only detects linear relationships.
The least possible mutual information between quantities is 0.0. Conversely, in theory there’s no upper bound to what MI can be. In practice though values above 2.0 or so are uncommon.
Interaction Effect: [Low MI features may have interaction effect, question is HOW to find]
- The