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) <1912.12912>.
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.1912.12912>