Intro to chi-squared

A common problem in applied machine learning is determining whether input features are relevant to the outcome to be predicted.

This is the problem of feature selection.

In the case of classification problems where input variables are also categorical, we can use statistical tests to determine whether the output variable is dependent or independent of the input variables. If independent, then the input variable is a candidate for a feature that may be irrelevant to the problem and removed from the dataset.

The Pearson’s chi-squared statistical hypothesis is an example of a test for independence between categorical variables.