Feature selection without class labels column

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I want to perform feature selection on the list of 52 features that I have. But I do not have the class label column in my dataset. So how do I select features without dependency on class label.

For example: Select K Best algorithm chooses features based on relationship between features and the class labels. As said in my case I do not have class labels column itself

Thanks in advance.

1 Answers

You are looking for feature selection for unsupervised learning. Some common methods: Removing low-variance features (an implementation here). Removing correlated features (can be implemented using corr() from pandas). Performing Principal Feature Analysis (PFA) (a python implementation here). More advanced methods can be found in Feature Selection for Clustering section of this book.

There is also PCA, which is not feature selection, but extraction, but useful if the ultimate goal is dimensionality reduction.

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