This method will help you make use of some statistical tests for identifying and selecting relevant features. So, for example, for classification tasks we can use an ANOVA F-statistic to evaluate the relationship between numerical features and the target, which will be a categorical feature because this is an example of a classic task. Or, to evaluate the statistical relationship between a categorical feature and the target, we will use the chi-squared test to evaluate such a relationship. In scikit-learn, we can use the SelectKBest object and we will see how to use these objects in a Jupyter Notebook.