Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add Maximum Relevance Minimum Redundancy as feature selection algorithm #87

Open
konst-int-i opened this issue Dec 17, 2020 · 0 comments
Assignees
Labels
API New feature or request good first issue Good for newcomers
Milestone

Comments

@konst-int-i
Copy link
Contributor

Is your feature request related to a problem? Please describe.
Feature is not directly related to a problem, but is rather an enhancement of existing functionality. As suggested by Julian King on the facet Slack channel, we could add Maximum Relevance Minimum Redundancy (MRMR) as a feature selection algorithm.

The algorithm is explained in the following papers:
https://arxiv.org/pdf/1908.05376.pdf
https://bmcbioinformatics.biomedcentral.com/articles/10.1186/s12859-016-1423-9

Describe the solution you'd like
Implement MrmrDF in a similar fashion to BorutaDF such that it can be passed into the sklearndf pipeline.

Describe alternatives you've considered
The paper also suggests using a redundancy matrix in to shine some light on the feature selection as shown below. While this is for discussion, I would not use this output to avoid confusion with the shap value redundancy calculated as part of the feature selection.

image

@konst-int-i konst-int-i added API New feature or request good first issue Good for newcomers labels Dec 17, 2020
@j-ittner j-ittner added this to the 1.1.0 milestone Feb 3, 2021
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
API New feature or request good first issue Good for newcomers
Projects
None yet
Development

No branches or pull requests

3 participants