FeaLect: Scores Features for Feature Selection

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For each feature, a score is computed that can be useful for feature selection. Several random subsets are sampled from the input data and for each random subset, various linear models are fitted using lars method. A score is assigned to each feature based on the tendency of LASSO in including that feature in the models.Finally, the average score and the models are returned as the output. The features with relatively low scores are recommended to be ignored because they can lead to overfitting of the model to the training data. Moreover, for each random subset, the best set of features in terms of global error is returned. They are useful for applying Bolasso, the alternative feature selection method that recommends the intersection of features subsets.

Author
Habil Zare
Date of publication
2015-05-13 00:55:14
Maintainer
Habil Zare <zare@txstate.edu>
License
GPL (>= 2)
Version
1.10

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Man pages

compute.balanced
Balances between negative and positive samples by...
compute.logistic.score
Fits a logistic regression model using the linear scores
doctor.validate
Validates a model using validaing samples.
FeaLect
Computes the scores of the features.
FeaLect-package
Scores features for Feature seLection
ignore.redundant
Refines a feature matrix
input.check.FeaLect
Checks the inputs to Fealect() function.
mcl_sll
MCL and SLL lymphoma subtypes
random.subset
Selects a random subset of the input.
train.doctor
Fittes various models based on a combination on penalized...

Files in this package

FeaLect
FeaLect/inst
FeaLect/inst/doc
FeaLect/inst/doc/FeaLect_feature_scorer.Rnw
FeaLect/inst/doc/FeaLect_feature_scorer.R
FeaLect/inst/doc/FeaLect_feature_scorer.pdf
FeaLect/NAMESPACE
FeaLect/data
FeaLect/data/mcl_sll.rda
FeaLect/R
FeaLect/R/doctor.validate.R
FeaLect/R/FeaLect-internal.R
FeaLect/R/FeaLect.R
FeaLect/R/train.doctor.R
FeaLect/R/random.subset.R
FeaLect/R/ignore.redundant.R
FeaLect/R/compute.logistic.score.R
FeaLect/R/compute.balanced.R
FeaLect/R/input.check.FeaLect.R
FeaLect/vignettes
FeaLect/vignettes/FeaLect_feature_scorer.Rnw
FeaLect/vignettes/overfitting.bib
FeaLect/MD5
FeaLect/build
FeaLect/build/vignette.rds
FeaLect/DESCRIPTION
FeaLect/man
FeaLect/man/input.check.FeaLect.Rd
FeaLect/man/compute.logistic.score.Rd
FeaLect/man/random.subset.Rd
FeaLect/man/train.doctor.Rd
FeaLect/man/doctor.validate.Rd
FeaLect/man/compute.balanced.Rd
FeaLect/man/FeaLect-package.Rd
FeaLect/man/ignore.redundant.Rd
FeaLect/man/mcl_sll.Rd
FeaLect/man/FeaLect.Rd