How do I select features for Machine Learning?

Selecting the "best" features for your Machine Learning model will result in a better performing, easier to understand, and faster running model. But how do you know which features to select?

In this video, I'll discuss 7 feature selection tactics used by the pros that you can apply to your own model. At the end, I'll give you my top 3 tips for effective feature selection.

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=== RELATED RESOURCES ===

Dimensionality reduction presentation: https://www.youtube.com/watch?v=ioXKxulmwVQ
Feature selection in scikit-learn: http://scikit-learn.org/stable/modules/feature_selection.html
Sequential Feature Selector from mlxtend: http://rasbt.github.io/mlxtend/user_guide/feature_selection/SequentialFeatureSelector/
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Видео How do I select features for Machine Learning? канала Data School