rmcfs: An R Package for Monte Carlo Feature Selection and Interdependency Discovery

Autor: Michał Dramiński, Jacek Koronacki
Jazyk: angličtina
Rok vydání: 2018
Předmět:
Zdroj: Journal of Statistical Software, Vol 85, Iss 1, Pp 1-28 (2018)
Druh dokumentu: article
ISSN: 1548-7660
DOI: 10.18637/jss.v085.i12
Popis: We describe the R package rmcfs that implements an algorithm for ranking features from high dimensional data according to their importance for a given supervised classification task. The ranking is performed prior to addressing the classification task per se. This R package is the new and extended version of the MCFS (Monte Carlo feature selection) algorithm where an early version was published in 2005. The package provides an easy R interface, a set of tools to review results and the new ID (interdependency discovery) component. The algorithm can be used on continuous and/or categorical features (e.g., gene expression and phenotypic data) to produce an objective ranking of features with a statistically well-defined cutoff between informative and non-informative ones. Moreover, the directed ID graph that presents interdependencies between informative features is provided.
Databáze: Directory of Open Access Journals