Feature Selection

Feature selection methods.

LASSO-based selection.

• Lasso - LASSO feature selection
• lasso - LASSO selection function
• lasso_stability_selection - Stability selection with LASSO
• lasso_selection_path - LASSO regularization path

Sequential selection.

• SequentialFeatureSelector - Sequential feature selection

Model pruning.

• PrunedLinear - Pruned linear layer
• prune_model - Model pruning utility