feature_select: Feature selection function

In UBC-MDS/easymlr: Easy machine learning in r

Description

Performs forward selection of features in the data by starting with an empty model, and iteratively adds features that improve the model's score. The algorithm stops once the decrease of the accuracy from an additional features is bigger than the threshold.

Usage

feature_select(X_train, y_train, threshold = 0.05)

Arguments

X_train	The training set of the data
y_train	The target of the training set data
threshold	user input threshold used for bounding features selected

Value

List of best features

Examples

library(MASS)
attach(Boston)
data <- Boston
X <- data [,0:13]
y <- data [,14]
feature_select(X, y, threshold=0.05)

UBC-MDS/easymlr documentation built on March 22, 2021, 1:46 p.m.