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.. image:: docs/logos/logo_itmo_fs_itog_colour.jpg :scale: 10 % :target: https://en.itmo.ru/

ITMO_FS

Feature selection library in Python

Package information: |Python 2.7| |Python 3.6| |License| |Docs| |CodeCov|

Install with

::

pip install ITMO_FS

Current available algorithms:

+----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Supervised filters | Unsupervised filters | Wrappers | Hybrid | Embedded | Ensembles | +==============================================+===============================================+==============================+=================+==========+=================+ | Spearman correlation | Trace Ratio (Laplacian) | Add Del | Filter Wrapper | MOSNS | MeLiF | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Pearson correlation | Multi-Cluster Feature Selection | Backward selection | IWSSr-SFLA | MOSS | Best goes first | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Fit Criterion | Unsupervised Discriminative Feature Selection | Sequential Forward Selection | | RFE | Best sum | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | F ratio | | QPFS | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Gini index | | Hill climbing | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Symmetric Uncertainty | | Simulated Annealing | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Fechner correlation | | Recursive Elimination | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Kendall correlation | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Information Gain | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | ANOVA | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Chi-squared | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Relief | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | ReliefF | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Laplacian score | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Modified T-score | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Mutual Information Maximization | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Minimum Redundancy Maximum Relevance | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Joint Mutual Information | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Conditional Infomax Feature Extraction | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Mutual Information Feature Selection | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Conditional Mutual Info Maximization | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Interaction Capping | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Dynamic Change of Selected Feature | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Composition of Feature Relevancy | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Max-Relevance and Max-Independence | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Interaction Weight | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Double Input Symmetric Relevance | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Fast Correlation | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Statistical Inference Relief | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Trace Ratio (Fisher) | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Nonnegative Discriminative Feature Selection | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Robust Feature Selection | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | Spectral Feature Selection | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | VDM | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | QPFS | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+ | MIMAGA | | | | | | +----------------------------------------------+-----------------------------------------------+------------------------------+-----------------+----------+-----------------+

Documentation:

https://itmo-fs.readthedocs.io/en/latest/

.. |Python 2.7| image:: https://img.shields.io/badge/python-2.7-blue.svg .. |Python 3.6| image:: https://img.shields.io/badge/python-3.6-blue.svg .. |License| image:: https://img.shields.io/badge/license-BSD%20License-blue.svg .. |Docs| image:: https://readthedocs.org/projects/itmo-fs/badge/?version=latest .. |CodeCov| image:: https://codecov.io/gh/ctlab/ITMO_FS/branch/master/graph/badge.svg :target: https://codecov.io/gh/ctlab/ITMO_FS