7 Comments
Mar 19Liked by Avi Chawla

there is a slightly improved version of the Probe Method.

With the original one there is one problem.

If you have thousand features and you reiterate the Probe Method for a couple of times you'll get different number of useful features. There is some randomness in that process. So you can insert not one but say 3-5 of noise features and drop by the worst of them. It will be the least aggressive and greedy approach possible.

Then repeat, as in the article

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What happens if the random feature happens to be a very important feature? Should the engineer make sure that the random feature is far away from some existing feature?

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The last time my team tried this, the importance of the random feature was zero :/

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