Feature selection with the R package MXM

Feature Selection with the R Package MXM: Discovering Multiple, Statistically-Equivalent, Predictive Feature Subsets

The statistically equivalent signature (SES) algorithm is a method for feature selection inspired by the principles of constrained-based learning of Bayesian Networks. Most of the currently available feature-selection methods return only a single subset of features, supposedly the one with the highest predictive power. We argue that in several domains multiple subsets can achieve close to maxim...

mRMRe: an R package for parallelized mRMR ensemble feature selection

MOTIVATION Feature selection is one of the main challenges in analyzing high-throughput genomic data. Minimum redundancy maximum relevance (mRMR) is a particularly fast feature selection method for finding a set of both relevant and complementary features. Here we describe the mRMRe R package, in which the mRMR technique is extended by using an ensemble approach to better explore the feature sp...

Feature Selection with the CLOP Package

We used the datasets of the NIPS 2003 challenge on feature selection as part of the practical work of an undergraduate course on feature extraction. The students were provided with a toolkit implemented in Matlab. Part of the course requirements was that they should outperform given baseline methods. The results were beyond expectations: the student matched or exceeded the performance of the be...

Feature Selection with the Boruta Package

This article describes a R package Boruta, implementing a novel feature selection algorithm for finding all relevant variables. The algorithm is designed as a wrapper around a Random Forest classification algorithm. It iteratively removes the features which are proved by a statistical test to be less relevant than random probes. The Boruta package provides a convenient interface to the algorith...

SubLasso:a feature selection and classification R package with a fixed feature subset