Partial Profile Score Feature Selection in High-Dimensional Generalized Linear Interaction Models

This is an implementation of the partial profile score feature selection (PPSFS) approach to generalized linear (interaction) models. The PPSFS is highly scalable even for ultra-high-dimensional feature space. See the paper by Xu, Luo and Chen (2022) .

PPSFS: Partial Profile Score Feature Selection

Installation

install.packages("PPSFS")

or

library(remotes)
install_git("https://github.com/paradoxical-rhapsody/PPSFS.git")

Reference

Xu Z., Luo S. and Chen Z. (2022). Partial profile score feature selection in high-dimensional generalized linear interaction models