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.


Reference manual

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0.1.2 by Martin Binder, a year ago

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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