ml4t-feature-selection SKILL.md skillA
ml4t-feature-selection from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add ml4t/skills/ml4t-feature-selection@git:20260901.c415df0Pins git:20260901.c415df0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
features/feature-selection/SKILL.md- Versions recorded
- 2
- Latest version
- git:20260901.c415df0, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,748 bytes
- Repository stars
- 41
- License
- Apache-2.0
Select informative features using IC ranking, mutual information, or RFE - always within CV folds. Use when reducing feature dimensionality before training.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# Feature Selection
Selecting features on the full dataset is a form of lookahead bias. The test set influences which features are kept, inflating out-of-sample performance. Feature selection must happen inside each CV fold.
## The Problem
With 50 features and a finite sample, some will correlate with forward returns by chance alone. If you rank features by IC on the full dataset and keep the top 10, those 10 are partly selected for noise. Out-of-sample, the noise component vanishes and the model underperforms expectations.
## The Pattern
### WRONG
```python
from scipy.stats import spearmanr
import numpy as np
# Feature selection on full dataset - leaks test-set information
ic_scores = {col: abs(spearmanr(X[col], y).statistic) for col in X.columns}
selected = sorted(ic_scores, key=ic_scores.get, reverse=True)[:20]
model.fit(X[selected], y)
```
### CORRECT
```python
from scipy.stats import spearmanr
from sklearn.model_selection import TimeSeriesSplit
import numpy as np
tscv = TimeSeriesSplit(n_splits=5)
for train_idx, test_idx in tscv.split(X):
X_train, y_train = X[train_idx], y[train_idx]
# Select features using ONLY training data
ic_scores = {
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-feature-selection@sha256:d05ffa12dcf951f1The line at the top of this page pins the label git:20260901.c415df0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_xfeenp5gjey73osi)
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Versions
The registry has recorded 2 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 96 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,748 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,764 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4748 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 41 stars · license Apache-2.0 · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_xfeenp5gjey73osi GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-feature-selection GET https://markdownregistry.com/api/v1/blob/d05ffa12dcf951f1a57f012b17223f30dbe2c706c8687fc375f6122aa714a0af
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.