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I need to select the most important features from my data frame before starting with nearest neighbours problem.

Which methods are the best to do this? My data frame has around 8 categorical features and 2 continuous features but no target variable. The problem is that I have three categorical features which can only be one hot encoded and once I do that it explodes the data into 47 OHE variables.

So considering these situations, what would be the best method to do the feature selection?

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