Collection of Information-Based Feature Selection Filters

A collection of feature selection filters performing greedy optimisation of mutual information-based usefulness criteria, inspired by the overview by Brown, Pocock, Zhao and Lujan (2012) < http://www.jmlr.org/papers/v13/brown12a.html>. Implements, among other, minimum redundancy maximal relevancy ('mRMR') method by Peng, Long and Ding (2005) ; joint mutual information ('JMI') method by Yang and Moody (1999) < http://papers.nips.cc/paper/1779-data-visualization-and-feature-selection-new-algorithms-for-nongaussian-data>; double input symmetrical relevance ('DISR') method by Meyer and Bontempi (2006) as well as joint mutual information maximisation ('JMIM') method by Bennasar, Hicks and Setchi (2015) .


News

Changes in 5.0:

  • JIM algorithm as an alternative version of JMI which is using Gini impurity instead of information gain.
  • Gini impurity feature scorer.
  • Fixed instability in breaking ties between equivalent features in multi-threaded case. Now, feature of a lowest index is always returned.

Changes in 4.1:

  • Fixed code used to auto-cut numerical values into bins; maximal value used to be wrapped to the minimal bin, which was substantially altering results.

Changes in 4.0:

  • MI, CMI, JMI and NJMI feature scorers.
  • Parallelism is now controlled by threads argument.
  • Documentation improvements.
  • Fixed MIM handing of many features with zero score; thanks to smilesun for spotting this.

Changes in 3.0:

  • Installation possible without OpenMP support.
  • Fixed segfault in NJMIM/JMIM for certain, specific inputs.
  • Faster internal hash table.
  • Faster CMIM/NJMIM/JMIM due to Fleuret's algorithm.
  • New output format.

Changes in 2.0:

  • OpenMP parallelism in all praznik functions.
  • Fixed segfault for constant numerical features. Thanks to alecuba16 for spotting this.

Changes in 1.0:

  • First public release.

Reference manual

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install.packages("praznik")

6.0.0 by Miron B. Kursa, 2 months ago


https://gitlab.com/mbq/praznik


Report a bug at https://gitlab.com/mbq/praznik/issues


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


Authors: Miron B. Kursa [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Suggests testthat


Suggested by mlr, mlrCPO.


See at CRAN