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UdemyMachine LearningPaid courseIntermediate levelCertificate

Feature Selection for Machine Learning (Udemy.com)

Learn filter, wrapper, and embedded methods, recursive feature elimination, exhaustive search, feature shuffling & more.

Created by: Soledad Galli

Last updated March 2025

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What you will learn

  • Learn about filter, embedded and wrapper methods for feature selection
  • Find out about hybdrid methods for feature selection
  • Select features with Lasso and decision trees
  • Implement different methods of feature selection with Python
  • Learn why less (features) is more
  • Reduce the feature space in a dataset
  • Build simpler, faster and more reliable machine learning models
  • Analyse and understand the selected features
  • Discover feature selection techniques used in data science competitions

How it compares

Against the other 155 rated Udemy courses in Machine Learning on CourseDuck:

  • Rating4.6 out of 5higher than 81% of them
  • Reviews2,386#34 of 156 by number of reviews
  • Length5.8 hoursshorter than 58% of them
  • Last updatedMarch 2025more recently than 67% of them

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Quality Score

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Overall Score : 92 / 100

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Course Description

Welcome to Feature Selection for Machine Learning, the most comprehensive course on feature selection available online.

In this course, you will learn how to select the variables in your data set and build simpler, faster, more reliable and more interpretable machine learning models.


Who is this course for?

You’ve given your first steps into data science, you know the most commonly used machine learning models, you probably built a few linear regression or decision tree based models. You are familiar with data pre-processing techniques like removing missing data, transforming variables, encoding categorical variables. At this stage you’ve probably realized that many data sets contain an enormous amount of features, and some of them are identical or very similar, some of them are not predictive at all, and for some others it is harder to say.

You wonder how you can go about to find the most predictive features. Which ones are OK to keep and which ones could you do without? You also wonder how to code the methods in a professional manner. Probably you did your online search and found out that there is not much around there about feature selection. So you start to wonder: how are things really done in tech companies?

This course will help you! This is the most comprehensive online course in variable selection. You will learn a huge variety of feature selection procedures used worldwide in different organizations and in data science competitions, to select the most predictive features.


What will you learn?

I have put together a fantastic collection of feature selection techniques, based on scientific articles, data science competitions and of course my own experience as a data scientist.

Specifically, you will learn:

  • How to remove features with low variance

  • How to identify redundant features

  • How to select features based on statistical tests

  • How to select features based on changes in model performance

  • How to find predictive features based on importance attributed by models

  • How to code procedures elegantly and in a professional manner

  • How to leverage the power of existing Python libraries for feature selection


Throughout the course, you are going to learn multiple techniques for each of the mentioned tasks, and you will learn to implement these techniques in an elegant, efficient, and professional manner, using Python, Scikit-learn, pandas and mlxtend.


At the end of the course, you will have a variety of tools to select and compare different feature subsets and identify the ones that returns the simplest, yet most predictive machine learning model. This will allow you to minimize the time to put your predictive models into production.


This comprehensive feature selection course includes about 70 lectures spanning ~8 hours of video, and ALL topics include hands-on Python code examples which you can use for reference and for practice, and re-use in your own projects.


In addition, I update the course regularly, to keep up with the Python libraries new releases and include new techniques when they appear.

So what are you waiting for? Enroll today, embrace the power of feature selection and build simpler, faster and more reliable machine learning models.

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Instructor Details

Soledad Galli

Hi, I’m Sole!

I'm a data scientist, open-source Python developer, author and educator, with a passion for making machine learning practical and accessible.

I teach intermediate and advanced courses on machine learning, covering feature engineering, feature selection, hyperparameter tuning, imbalanced datasets, and the development of more effective machine learning pipelines.

I am the developer and maintainer of Feature-engine, an open-source Python library for feature engineering and feature selection. I am also the author of three books published by Packt: Python Feature Engineering Cookbook, Feature Selection in Machine Learning, and Imbalanced Data: Myths, Mistakes and Modern Solutions.

As a developer advocate, I enjoy connecting technical communities with the tools and knowledge they need to succeed. My work includes creating educational content, delivering talks and workshops, contributing to open-source software, and helping data scientists apply machine learning effectively in real-world projects.

I received a Data Science Leaders Award in 2018 and was recognized as one of LinkedIn’s voices in data science and analytics in 2019.

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Reviews

4.6

2,386 ratings on Udemy

Select a bar to show only those reviews.Select the bar again to show every rating.

By SUSANA GOMEZ ALVAREZ on 6/26/2025

Curso bueno para aprender las diferentes metodologías de selección de variables para la creación de modelos de Machine Learning. Aunque se avisa en los prerrequisitos que es necesario tener un conocimiento previo en la construcción de los principales tipos de modelo, sería recomendable incluir una breve sección de repaso para ayudar a las personas que no realizamos estas actividades en el día a día. No obstante, la explicación de todo el contenido del curso muy clara, directa y concisa. ¡Gracias!

By David Gyenes on 2/3/2025

The course provides a comprehensive list of the feature selection methods used in machine learning. The lectures include detailed explanations, and the notebooks contain easy-to-follow codes with lots of insightful comments. However, the course is a bit overwhelming. It would be better to present fewer methods and focus on those that work best in practice.

By Ak on 11/28/2023

The course was very well structured and explained. Also the provided materials are helpful (presentations as well as jupyter notebooks). The most important information for me was the usage-assessment in the real-world by the tutor at the end of the chapter. I saw also that the tutor is very active when the students asking questions...that is helpful in addition. Thanks a lot!

By Nayar zahir on 9/8/2023

I really liked this course. It is brilliantly presented, includes top quality Jupyter Notebooks as reference, and it covers the breadth of feature selection methods. The course builds logically, starting with filter methods, then wrapper, embedded, and finally hybrid methods - all in one place. I haven't used hybrid methods or feature engine, so I'll definitely try them on my next project.

By Anonymized User on 5/31/2023

I never knew there was so much science underlying feature selection until I completed Soledad's feature selection course. Filtering methods are more straightforward - eg filter out constant features, keeping 1 out of a few correlated features. The wrapper, embedded and hybrid methods are more challenging and take time to understand.

By Jay Harrison on 11/25/2022

The material was useful. My suggestion to improve the course is to include a discussion on practical aspects of feature selection. For example, if X1 and X2 are correlated features that could be used to predict a response Y, but X2 is more costly to obtain, X2 is more invasive, or X2 is a binary score while X1 is continuous, then X1 seems like the better choice.

By Jose Manuel Martin Ayala on 10/20/2021

Presenta de forma ordenada y comprensible todos los métodos que se pueden utilizar para seleccionar las variables, con sus pros y contras, de forma práctica y reproducible. Merece la pena hacer este curso y tenerlo para consultarlo. Se agradecería mucho que también lo tuviéramos en español. Gracias por el curso Soledad.

By Dipankar Dey on 1/11/2021

This course is just beyond my expectations. Not only this course,but all the courses by the instructor. She's has got so much practical experince,that she guides you if you've any problem to apply the techniques. She shares her experince. You'll get every response of your question in the Q&A forum, and she doesn't only explains it but rather elaborates everything. I'm putting this review after completing the course, and trust me if you try to learn Data Science you must have this ideas,and it'll make you different from others. My respect to the instructor for all her efforts.Thank u a lot

By Anders Albert on 5/9/2020

This is the fourth course I am completing from Soledad. Like the other it is very practical. It is an efficient way of boosting your own experience with feature selection. The lectures are easy to follow and well explained. Each method has a theoretical lecture accompanied by a practical example typically for classification and regression.

By Lioneltay on 2/13/2020

The course shows a wide range of feature selection options while also addressing the pros and cons of each method as well as the conditions. For those who have just started learning machine learning, this can give you a wholistic options on feature selection. Nevertheless, you might have to understand some statistical concepts and the mechanism behind some ML models. For experienced data scientists, you might learn a few alternative methods.

yes,it is useful to me

I have a ton of ML courses and this is content not really found anywhere else on this site. Especially in this much detail.
Totally worth it.

Showing 12 of 58 reviews