Feature Selection Algorithms

Currently, this package is available for MATLAB only, and is licensed under the GPL. For information on each algorithm and usage instructions, please read the documentation.

Feature Selection Algorithms

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Algorithm	Reference	Implementation	Benchmark
BLogReg	Gene selection in cancer classification using sparse logistic regression with Bayesian regularization	download	download
CFS	Feature Selection for Machine Learning: Comparing a Correlation-based Filter Approach to the Wrapper	download	download
Chi Square	Chi2: Feature Selection and Discretization of Numeric Attributes	download	download
FCBF	Feature Selection for High-Dimensional Data: A Fast Correlation-Based Filter Solution	download	download
Fisher Score	R.O. Duda, P.E. Hart, and D.G. Stork, Pattern Classification	download	download
Gini Index	Variabilita e Mutabilita	download	download
Information Gain	Cover, T. M. & Thomas, J. A. Elements of Information Theory Wiley, 1991	download	download
Kruskal-Wallis	Asymptotic Conservativeness and Efficiency of Kruskal-Wallis Test for K Dependent Samples by L.J. Wei.	download	download
mRMR	Minimum Redundancy and Maximum Relevance Feature Selection and Its Applications	download	download
Relief-F	Computational Methods of Feature Selection	download	download
SBMLR	Gavin C. Cawley, Nicola L. C. Talbot, Mark Girolami: Sparse Multinomial Logistic Regression via Bayesian L1 Regularisation.	download	download
T-test	Student's T-test Wiki	download	download
SPEC	Spectral Feature Selection for Supervised and Unsupervised Learning -- Zheng Zhao & Huan Liu	download	download