spFSR
Feature Selection and Ranking via Simultaneous Perturbation Stochastic Approximation
v2.0.4
·
Mar 17, 2023
·
GPL-3
Description
An implementation of feature selection, weighting and ranking via simultaneous perturbation stochastic approximation (SPSA). The SPSA-FSR algorithm searches for a locally optimal set of features that yield the best predictive performance using some error measures such as mean squared error (for regression problems) and accuracy rate (for classification problems).
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