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mosmafs: 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) <arXiv: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.
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Package details |
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| Author | Martin Binder [aut, cre], Susanne Dandl [aut], Julia Moosbauer [aut] |
| Maintainer | Martin Binder <developer.mb706@mb706.com> |
| License | MIT + file LICENSE |
| Version | 0.1.2-1 |
| URL | https://github.com/slds-lmu/mosmafs |
| Package repository | View on CRAN |
| Installation |
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