In this chapter, we will provide a hands-on guide to the extraction and selection of features from real-life data, with emphasis on the fact that practical machine learning systems are all about proper feature engineering. This chapter will focus on teaching you the best practices for feeding data to your machine learning algorithms. Moreover, it will show you how to remove redundant data that can negatively impact the performance of your machine learning system. Lastly, it will show you some strategies for combining data from different sources.

We will cover the following topics in this chapter:

• Preprocessing
• Dimensional reduction 
• Data fusion
• A bag of tricks