Reference:
https://docs.microsoft.com/en-us/azure/machine-learning/studio-module-reference/filter-based-feature-selection

In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's tau coefficient (after the Greek letter), is a statistic used to measure the ordinal association between two measured quantities.
It is a supported method of the Azure Machine Learning Feature selection.
Scenario: When you train a Linear Regression module using a property dataset that shows data for property prices for a large city, you need to determine the best features to use in a model. You can choose standard metrics provided to measure performance before and after the feature importance process completes. You must ensure that the distribution of the features across multiple training models is consistent.
References:
https://docs.microsoft.com/en-us/azure/machine-learning/studio-module-reference/feature-selection-modules

Scenario:
Performance curves of current and proposed cost factor scenarios are shown in the following diagram:

The ad propensity model uses a cut threshold is 0.45 and retrains occur if weighted Kappa deviated from 0.1
+/- 5%.
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Testlet 2
Case study
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Overview
You are a data scientist for Fabrikam Residences, a company specializing in quality private and commercial property in the Unites States. Fabrikam Residences is considering expanding into Europe and has asked you to investigate prices for private residences in major European cities.
You use Azure Machine Learning Studio to measure the median value of properties. You produce a regression model to predict property prices by using the Linear Regression and Bayesian Linear Regression modules.
Datasets
There are two datasets in CSV format that contain property details for two cities, London and Paris. You add both files to Azure Machine Learning Studio as separate datasets to the starting point for an experiment. Both datasets contain the following columns:

An initial investigation shows that the datasets are identical in structure apart from the MedianValue column.
The smaller Paris dataset contains the MedianValue in text format, whereas the larger London dataset contains the MedianValue in numerical format.
Data issues
Missing values
The AccessibilityToHighway column in both datasets contains missing values. The missing data must be replaced with new data so that it is modeled conditionally using the other variables in the data before filling in the missing values.
Columns in each dataset contain missing and null values. The datasets also contain many outliers. The Age column has a high proportion of outliers. You need to remove the rows that have outliers in the Age column.
The MedianValue and AvgRoomsInHouse columns both hold data in numeric format. You need to select a feature selection algorithm to analyze the relationship between the two columns in more detail.
Model fit
The model shows signs of overfitting. You need to produce a more refined regression model that reduces the overfitting.
Experiment requirements
You must set up the experiment to cross-validate the Linear Regression and Bayesian Linear Regression modules to evaluate performance. In each case, the predictor of the dataset is the column named MedianValue. You must ensure that the datatype of the MedianValue column of the Paris dataset matches the structure of the London dataset.
You must prioritize the columns of data for predicting the outcome. You must use non-parametric statistics to measure relationships.
You must a feature selection algorithm to analyze the relationship between the MediaValue and AvgRoomsinHouse columns.
Model training
Permutation Feature Importance
Given a trained model and a test dataset, you must compute the Permutation Feature Importance scores of feature variables. You must be determined the absolute fit for the model.
Hyperparameters
You must configure hyperparameters in the model learning process to speed the learning phase. In addition, this configuration should cancel the lowest performing runs at each evaluation interval, thereby directing effort and resources towards models that are more likely to be successful.
You are concerned that the model might not efficiently use compute resources in hyperparameter tuning. You also are concerned that the model might prevent an increase in the overall tuning time. Therefore, must implement an early stopping criterion on models that provides savings without terminating promising jobs.
Testing
You must produce multiple partitions of a dataset based on sampling using the Partition and Sample module in Azure Machine Learning Studio.
Cross-validation
You must create three equal partitions for cross-validation. You must also configure the cross-validation process so that the rows in the test and training datasets are divided evenly by properties that are near each city's main river. You must complete this task before the data goes through the sampling process.
Linear regression module
When you train a Linear Regression module, you must determine the best features to use in a model. You can choose standard metrics provided to measure performance before and after the feature importance process completes. The distribution of features across multiple training models must be consistent.
Data visualization
You need to provide the test results to the Fabrikam Residences team. You create data visualizations to aid in presenting the results.
You must produce a Receiver Operating Characteristic (ROC) curve to conduct a diagnostic test evaluation of the model. You need to select appropriate methods for producing the ROC curve in Azure Learning Studio to compare the Two-Class Decision Forest and the Two-Class Decision Jungle modules with one another.
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Question Set 3