compstat-lmu/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.

install.packages("remotes")
remotes::install_github("compstat-lmu/mosmafs")