bss: Best subset feature selection

In CAST: 'caret' Applications for Spatial-Temporal Models

Best subset feature selection

Description

Evaluate all combinations of predictors during model training

Usage

bss(
  predictors,
  response,
  method = "rf",
  metric = ifelse(is.factor(response), "Accuracy", "RMSE"),
  maximize = ifelse(metric == "RMSE", FALSE, TRUE),
  globalval = FALSE,
  trControl = caret::trainControl(),
  tuneLength = 3,
  tuneGrid = NULL,
  seed = 100,
  verbose = TRUE,
  ...
)

Arguments

predictors	see train
response	see train
method	see train
metric	see train
maximize	see train
globalval	Logical. Should models be evaluated based on 'global' performance? See global_validation
trControl	see train
tuneLength	see train
tuneGrid	see train
seed	A random number
verbose	Logical. Should information about the progress be printed?
...	arguments passed to the classification or regression routine (such as randomForest).

Details

bss is an alternative to ffs and ideal if the training set is small. Models are iteratively fitted using all different combinations of predictor variables. Hence, 2^X models are calculated. Don't try running bss on very large datasets because the computation time is much higher compared to ffs.

The internal cross validation can be run in parallel. See information on parallel processing of carets train functions for details.

Value

A list of class train. Beside of the usual train content the object contains the vector "selectedvars" and "selectedvars_perf" that give the best variables selected as well as their corresponding performance. It also contains "perf_all" that gives the performance of all model runs.

Note

This variable selection is particularly suitable for spatial cross validations where variable selection MUST be based on the performance of the model for predicting new spatial units. Note that bss is very slow since all combinations of variables are tested. A more time efficient alternative is the forward feature selection (ffs).

Author(s)

Hanna Meyer

See Also

train,ffs, trainControl,CreateSpacetimeFolds, nndm

Examples

## Not run: 
data(iris)
bssmodel <- bss(iris[,1:4],iris$Species)
bssmodel$perf_all
plot(bssmodel)

## End(Not run)

CAST documentation built on June 22, 2024, 10:47 a.m.