lightautoml.pipelines.selection

Feature selection module for ML pipelines.

Base Classes

`ImportanceEstimator`	Abstract class, that estimates feature importances.
`SelectionPipeline`	Abstract class, performing feature selection.

`ModelBasedImportanceEstimator`	Base class for performing feature selection using model feature importances.
`ImportanceCutoffSelector`	Selector based on importance threshold.
`NpPermutationImportanceEstimator`	Permutation importance based estimator.
`NpIterativeFeatureSelector`	Select features sequentially using chunks to find the best combination of chunks.

Selector to remove highly correlated features.