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model-selection

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evalml
angela97lin
angela97lin commented Jul 15, 2021

I currently get the following DeprecationWarning with XGBoost==1.4.2:

  The use of label encoder in XGBClassifier is deprecated and will be removed in a future release. To remove this warning, do the following: 1) Pass option use_label_encoder=False when constructing XGBClassifier object; and 2) Encode your labels (y) as integers starting with 0, i.e. 0, 1, 2, ..., [num_class - 1].

Sin

konst-int-i
konst-int-i commented Dec 17, 2020

Is your feature request related to a problem? Please describe.
Feature is not directly related to a problem, but is rather an enhancement of existing functionality. As suggested by Julian King on the facet Slack channel, we could add Maximum Relevance Minimum Redundancy (MRMR) as a feature selection algorithm.

The algorithm is explained in the following papers:
https://arxiv.org/pdf/1

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