Tools for Information-Based Feature Selection and Scoring

A toolbox of fast, native and parallel implementations of various information-based importance criteria estimators and feature selection filters based on them, inspired by the overview by Brown, Pocock, Zhao and Lujan (2012) < https://www.jmlr.org/papers/v13/brown12a.html>. Contains, among other, minimum redundancy maximal relevancy ('mRMR') method by Peng, Long and Ding (2005) ; joint mutual information ('JMI') method by Yang and Moody (1999) < https://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) .