What is Chi Square test in Statistics?

Data Science, AI and ML
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Chi-square test is used for categorical features in a dataset. We calculate Chi-square between each feature and the target and select the desired number of features with best Chi-square scores. It determines if the association between two categorical variables of the sample would reflect their real association in the population.

Chi- square score is given by :

= (Observed frequency - Expected frequency)^2/ Expected frequency
where –

Observed frequency = No. of observations of class

Expected frequency = No. of expected observations of class if there was no relationship between the feature and the target.

Python Implementation of Chi-Square feature selection:

# Load libraries
from sklearn.datasets import load_iris
from sklearn.feature_selection import SelectKBest
from sklearn.feature_selection import chi2
  
# Load iris data
iris_dataset = load_iris()
  
# Create features and target
X = iris_dataset.data
y = iris_dataset.target
  
# Convert to categorical data by converting data to integers
X = X.astype(int)
  
# Two features with highest chi-squared statistics are selected
chi2_features = SelectKBest(chi2, k = 2)
X_kbest_features = chi2_features.fit_transform(X, y)
  
# Reduced features
print('Original feature number:', X.shape[1])
print('Reduced feature number:', X_kbest.shape[1])

Output:

Original feature number: 4
Reduced feature number : 2