Questions tagged [boruta]

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From logistic regression to XGBoost - selecting features to run the model with

I have been asked to look at XGBoost (as implemented in R, and with a maximum of around 50 features) as an alternative to an already existing but not developed by me logistic regression model created ...
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The Merits of Feature Reduction Routines

I am interested in learning what routine others use (if any) for Feature Reduction/Selection. For example, If my data has several thousand features, I typically try {2,3,4} things right away depending ...