Multi-Objective Simultaneous Model and Feature Selection

Performs simultaneous hyperparameter tuning and feature selection through both single-objective and multi-objective optimization as described in Binder, Moosbauer et al. (2019) . Uses the 'ecr'-package as basis but adds mixed integer evolutionary strategies and multi-fidelity functionality as well as operators specific for the problem of feature selection.


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install.packages("mosmafs")

0.1.2 by Martin Binder, 6 months ago


https://github.com/compstat-lmu/mosmafs


Report a bug at https://github.com/compstat-lmu/mosmafs/issues


Browse source code at https://github.com/cran/mosmafs


Authors: Martin Binder [aut, cre] , Susanne Dandl [aut] , Julia Moosbauer [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports BBmisc, checkmate, ParamHelpers, MASS, smoof, mlrCPO, mlr, parallelMap

Depends on ecr

Suggests knitr, ggplot2, magrittr, testthat, rpart, parallel, praznik, mlrMBO, emoa, DiceKriging, rgenoud, randomForest, digest


See at CRAN