How do I select features for Machine Learning?

Selecting the "best" features for your Machine Learning model will result in a better performing, easier to understand, and faster running model. But how do you know which features to select?
In this video, I'll discuss 7 feature selection tactics used by the pros that you can apply to your own model. At the end, I'll give you my top 3 tips for effective feature selection.
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=== RELATED RESOURCES ===
Dimensionality reduction presentation: • Vishal Patel | A Pract...
Feature selection in scikit-learn: scikit-learn.or...
Sequential Feature Selector from mlxtend: rasbt.github.io...
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