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December 23, 2020

What is the p-value? How does it help in feature selection?

The p-value helps us ensure that the observed results are due to a real relationship and not by chance. Lower the p-value more confident we are about the hypothesis. If the p-value for a feature is larger than the set cut-off then that feature doesn’t significantly explain the change in dependent variable and hence can be dropped.

by : Monis Khan

Quick Summary:

The p-value helps us ensure that the observed results are due to a real relationship and not by chance. Lower the p-value more confident we are about the hypothesis. If the p-value for a feature is larger than the set cut-off then that feature doesn’t significantly explain the change in dependent variable and hence can […]