1.Distance correlation(距离相关系数)
https://blog.csdn.net/jiaoaodechunlv/article/details/80655592
2.Python sklearn.feature_selection.chi2() Examples
https://www.programcreek.com/python/example/81276/sklearn.feature_selection.chi2
3.Scikit-learn介绍几种常用的特征选择方法(干货)
https://blog.csdn.net/woaidapaopao/article/details/62461380
4.Tree ensemble算法的特征重要度计算
https://blog.csdn.net/yangxudong/article/details/53899260
5.GBDT+LR特征融合的例子
https://blog.csdn.net/levy_cui/article/details/77168709
6.【机器学习】GBDT+LR算法进行特征扩增
https://blog.csdn.net/TwT520Ly/article/details/79769705
7.Feature transformations with ensembles of trees
8.机器学习:sklearn tree models、XGBoost、LightGBM细节原理对比阐述
http://izhaoyi.top/2017/09/23/sklearn-xgboost/#bagging
https://www.jianshu.com/p/fe321e478cb4