Add utility for correlated feature reduction and model check - #24
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holguinmora123 wants to merge 1 commit into
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Add utility for correlated feature reduction and model check#24holguinmora123 wants to merge 1 commit into
holguinmora123 wants to merge 1 commit into
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Summary
reduce_correlated_featuresto remove highly correlated features, evaluate via random forest, and report feature importanceTesting
python -m py_compile correlation_feature_selection.pypython correlation_feature_selection.pypython -m json.tool '2. XAUUSD_MultyLabel_Features.ipynb'https://chatgpt.com/codex/tasks/task_e_68c471295d6c8328ac6f326d7f2d7a24