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Check out this book entitled Feature Engineering and Selection: A Practical Approach for Predictive Models by Max Kuhn, Ph.D., software engineer at RStudio and Kjell Johnson, Ph.D., owner and founder of Stat Tenacity, a firm that provides statistical and predictive modeling consulting services.
In this book, authors Max Kuhn and Kjell Johnson describe techniques for
finding the best representations of predictors for modeling and for
finding the best subset of predictors for improving model performance. A
variety of example data sets are used to illustrate the techniques
along with R programs for reproducing the results.
Feature Engineering and Selection:
A Practical Approach for Predictive Models
Source: Amazon
