FeaLect: Scores features for Feature seLection

For each feature, a score is computed that can be useful for feature selection. Several random subsets are sampled from the input data and for each random subset, various linear models are fitted using lars method. A score is assigned to each feature based on the tendency of LASSO in including that feature in the models.Finally, the average score and the models are returned as the output. The features with relatively low scores are recommended to be ignored because they can lead to overfitting of the model to the training data. Moreover, for each random subset, the best set of features in terms of global error is returned. They are useful for applying Bolasso, the alternative feature selection method that recommends the intersection of features subsets.

Version: 1.3
Depends: lars, rms
Published: 2012-10-29
Author: Habil Zare
Maintainer: Habil Zare <zare at cs.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: FeaLect results

Downloads:

Reference manual: FeaLect.pdf
Vignettes: Feature seLection by computing statistical scores
Package source: FeaLect_1.3.tar.gz
Windows binaries: r-devel: FeaLect_1.3.zip, r-release: FeaLect_1.3.zip, r-oldrel: FeaLect_1.3.zip
OS X Snow Leopard binaries: r-release: FeaLect_1.3.tgz, r-oldrel: FeaLect_1.3.tgz
OS X Mavericks binaries: r-release: FeaLect_1.3.tgz
Old sources: FeaLect archive