Hi, a very nice article, I would recommend you to check out ChiSquaredSelector implemented in Kydavra library. Check out this article and let's connect :)

https://towardsdatascience.com/solving-categorical-feature-selection-with-kydavra-chisquaredselector-1aa19aa1fe4d?source=friends_link&sk=0b0ee5336215510a49a1ccbdc5408650