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Variable selection and EDA

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@krishnamurthypranesh wrote:

Hi,

I have a dataset with around 120 features out of which around 70 are categorical and the rest are numerical. I 'm looking to perform EDA and select variables which seem to have enough predictive power. Each categorical variable has around 10 levels on average. This dataset contains a binary target variable which I have to predict.

Questions:

  1. How should I proceed: Select variables and then look at their characteristics? Wouldn’t that make the entire process biased?

  2. Would it be a good method to separate numerical and categorical vars and then run separate variable selection algorithms?

  3. In general, when there are a lot of variables, how is the data explored to gain insights about it?

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