Features selection using Kendall’s Rank Correlation
Hi, everyone!
I have used ANOVA for feature selection. → Feature Selection using ANOVA
However, the variables (transcripts) were non parametrical data. In this case, I thought it would be better to try feature selection using Kendall's Rank Correlation.
However, I don't know what degree of Kendall's tau to use as a basis for feature selection.
I would appreciate your opinion.
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