# ML basics : Feature Selection (Part 2)

Welcome back.

The background story of what exactly are we doing here is in here.

Now, moving forward.

# Backward Elimination

We will be selecting features based on **backward elimination** method.

What exactly is **backward elimination**? This is a method to keep only those features which are significant to the dataset i.e. considering those features do considerable amount of change to the **dependent variable**.

Here is the way this algorithm works :

**Select a***significance level.***Fit the model with all features.****Check the p-values of different features with summary() function.****If p-value is higher than significance level, remove the feature.****Repeat step 2 to 4 with the reduced features till only the features having p-values ≤ significance level remain.**

# Significance level and p-value

So, significance level is the amount of change a feature will affect towards the final output i.e. how important is this feature and how much it affects the final output. **Generally, we take** **5%/0.05** **significance level by default**.

**p-value** refers to the hypothesis of the significance level.

Let’s say you have a friend who says that a feature is absolutely of no use. (that is called as **null hypothesis**). **The higher the p-value’s value is, the more he is correct and vice versa.**

**p-value goes from 0 to 1.**

So say column 1 has p-value of **0.994**, **null hypothesis is true** i.e. this column does not provide any noticeable change to the output and can be easily removed without consequences.

Now, column 2 has a p-value of **0.001**, **null hypothesis is false** i.e. is provides very significant change to the output.

**Where do we draw the line of something being significant or not**? Well that is where **significance level** comes in.

In our case we won’t consider any **p-values over 0.05**.

**Code:**

# Fitting Simple Linear Regression to the Training set

from sklearn.linear_model import LinearRegression

regressor = LinearRegression()

regressor.fit(X_train, y_train)# Predicting the Test set results

y_pred = regressor.predict(X_test)#adding a column of ones for b0x0

X = np.append(arr = np.ones((50,1)).astype(int), values = X, axis = 1)#preparing for the backward elimination for having a proper model

import statsmodels.formula.api as sm

**Code explaination :**

The above code block is simply training a dataset in linear regression. Added b0x0 as that will be the first feature column. Since,

**y = mx + c or**

**y = b0x0 + b1x1**

Basically it is a column of ones. Next step is to import statsmodel.formula.api module as sm.

`#creating matrix of features by backward elimination`

X_opt = X[:, [0, 1, 2, 3, 4, 5]]

regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()

regressor_OLS.summary()

Removing the highest p-value(x2 or 2nd column) and rewriting the code.

`X_opt = X[:, [0, 1, 3, 4, 5]]`

regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()

regressor_OLS.summary()

Removing the highest p-value(x1 or first column) and rewriting the code.

`X_opt = X[:, [0, 3, 4, 5]]`

regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()

regressor_OLS.summary()

Removing the highest p-value(x3 or 4th column) and rewriting the code.

`X_opt = X[:, [0, 3, 5]]`

regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()

regressor_OLS.summary()

Now, we have a decision to make, we can see that x2 or 5th column has a p-value of **0.06 or 6%.** It is quite close to the significance level of 5% so we are not completely sure if removing it will be a good idea.

When in doubt, we will check the adjusted R-square values for higher accuracy.

**Current Adj. r-squared value : 94.8%**

Removing the highest p-value(x2 or 5th column) and rewriting the code.

`X_opt = X[:, [0, 3]]`

regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()

regressor_OLS.summary()

**New Adj. r-squared value : 94.5%**

We can see our accuracy decreased thus we will keep the previous columns. Thus the relevant columns for us in this dataset are **3rd and 5th column** and thus we can drop all the other columns without having any **decrease in model accuracy**.

Well that is it for now.

Bye.