Feature selection caused more overfitting2019 Community Moderator ElectionHow does SelectKBest() perform feature selection?Sklearn feature selection stopping criterion (SelectFromModel)Feature selection where adding features are deteriorating modelFeature reduction conveniencevalidation_curve differs from cross_val_score?why the RFE to select features is changing when the os or computer is changedHow can I improve my regression model?Overfitting problem in modelWhen to perform feature selection, how, and how does data affect choosing the predictive model?Manual feature engineering based on the output

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Feature selection caused more overfitting



2019 Community Moderator ElectionHow does SelectKBest() perform feature selection?Sklearn feature selection stopping criterion (SelectFromModel)Feature selection where adding features are deteriorating modelFeature reduction conveniencevalidation_curve differs from cross_val_score?why the RFE to select features is changing when the os or computer is changedHow can I improve my regression model?Overfitting problem in modelWhen to perform feature selection, how, and how does data affect choosing the predictive model?Manual feature engineering based on the output










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$begingroup$


What does it mean if I used sklearn.feature_selection.SelectFromModel to select features and cross-validation score went up but the testset score went down. This was even more significant compared to when I did not use feature selection.



Does this mean it's causing more overfitting?



I thought feature selection is used to reduce overfitting.










share|improve this question











$endgroup$
















    0












    $begingroup$


    What does it mean if I used sklearn.feature_selection.SelectFromModel to select features and cross-validation score went up but the testset score went down. This was even more significant compared to when I did not use feature selection.



    Does this mean it's causing more overfitting?



    I thought feature selection is used to reduce overfitting.










    share|improve this question











    $endgroup$














      0












      0








      0





      $begingroup$


      What does it mean if I used sklearn.feature_selection.SelectFromModel to select features and cross-validation score went up but the testset score went down. This was even more significant compared to when I did not use feature selection.



      Does this mean it's causing more overfitting?



      I thought feature selection is used to reduce overfitting.










      share|improve this question











      $endgroup$




      What does it mean if I used sklearn.feature_selection.SelectFromModel to select features and cross-validation score went up but the testset score went down. This was even more significant compared to when I did not use feature selection.



      Does this mean it's causing more overfitting?



      I thought feature selection is used to reduce overfitting.







      machine-learning






      share|improve this question















      share|improve this question













      share|improve this question




      share|improve this question








      edited Mar 28 at 11:48









      thanatoz

      569319




      569319










      asked Mar 27 at 23:03









      edunlimitedunlimit

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      224




















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