Repeated Optimized Feature Integration
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MLinput |
an as.MLinput object which contains a single X data frame or a list of X data frames, a Y data frame and attributes |
source_alg_pairs |
a named vector of algorithms (one of "knn", "nb", "svm", or "rf") with names as the corresponding data source |
nn |
integer. The number of times to repeat the optimization in its entirety |
f_prob |
numeric greater than 0 and leq 1. The proportion of the full feature set to initialize the optimization routine |
nu |
numeric greater than 0 and leq 1. The scale value for feature acceptance criteria of a difference in AUC values |
max_iter |
int. Maximum number of iterations to allow in nn iterations |
conv_check |
int. Number of iterations at which to perform a convergence check. Typically set to the total number of features |
epsilon |
numeric greater than 0 and leq 1. AUC convergence threshold, typically small (< 0.1). |
after_conv_checks |
int. After the initial convergence check, the Interval of iterations at which to perform a convergence check |
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