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Plus-L-takeaway-R feature selection for classification


 A Dataset
 CRIT String name of the criterion or untrained mapping  (optional; default: 'NN', i.e. 1-Nearest Neighbor error)
 K Number of features to select  (optional; default: return optimally ordered set of all features)
 L Number of features to select at a time (plus-L, default: 1), L ~= R
 R Number of features to deselect at a time (takeaway-R, default: 0)
 T Tuning set (optional)
 N Number of cross-validations (optional)
 FID File ID to write progress to (default [], see PRPROGRESS)

 W Output feature selection mapping
 RES Matrix with step-by-step results of the selection


Floating selection of K features using the dataset A, by iteratively  selecting L optimal features and deselecting R. Starts from the full  set of features when L < R, otherwise from the empty set. CRIT sets the  criterion used by the feature evaluation routine FEATEVAL. If the dataset  T is given, it is used as a tuning set for FEATEVAL. Alternatively  a number of cross-validations N may be supplied. For K = 0, the optimal  feature set (maximum value of FEATEVAL) is returned. The result W can be  used for selecting features by B*W. In this case, features are ranked  optimally.  The selected features are stored in W.DATA and can be found by +W.  In R, the search is reported step by step as

     RES(:,1)            : number of features
     RES(:,2)            : criterion value
     RES(:,3:3+max(L,R)) : added / deleted features

See also

mappings, datasets, feateval, featsel, featselo, featselb, featself, featseli, featselp, featselm, prprogress,

PRTools contents

PRTools manual