Feature Selection#

  • compute_iv() - Compute Information Value (IV) for features

  • feature_stability_index() - Measure feature importance stability

  • CorrelationSelector - Select features by correlation threshold

  • FeatureStabilitySelector - Select features by stability score

  • InformationValueSelector - Select features by information value

  • PermutationImportanceSelector - Select features by permutation importance

  • PSIFilter - Filter features by population stability index

  • select_k_best_stable_features() - Select the top stable features