FEATURE SELECTION ALGORITHMS

Supervised

information theoretical based

Algorithm Reference
CIFE Conditional infomax learning: An integrated framework for feature extraction and fusion
CMIM Fast Binary Feature Selection with Conditional Mutual Information
DISR Information-theoretic feature selection in microarray data using variable complementarity
FCBF Feature Selection for High-Dimensional Data: A Fast Correlation-Based Filter Solution
ICAP A powerful feature selection approach based on mutual information
JMI Data visualization and feature selection: New algorithms for non-gaussian data
MIFS Using mutual information for selecting features in supervised neural net learning
MIM Feature selection and feature extraction for text categorization
MRMR Feature selection based on mutual information: Criteria of maxdependency, max-relevance, and min-redundancy

similarity based

Algorithm Reference
fisher_score R.O. Duda, P.E. Hart, and D.G. Stork, Pattern Classification
reliefF Theoretical and Empirical Analysis of ReliefF and RReliefF
trace_ratio Trace Ratio Criterion for Feature Selection

sparse learning based

Algorithm Reference
ll_l21 Feature Selection for Classification: A Review
ls_l21 Feature Selection for Classification: A Review
RFS Efficient and Robust Feature Selection via Joint l2,1-Norms Minimization

statistical based

Algorithm Reference
CFS Feature selection for machine learning: Comparing a correlation-based filter approach to the wrapper
chi_square Chi2: Feature selection and discretization of numeric attributes
f_score The interpretation of population structure by f-statistics with special regard to systems of mating
gini_index Variabilita e Mutabilita
t_score Statistics and data analysis in geology

streaming

Algorithm Reference
alpha_investing Streaming Feature Selection using Alpha-investing

structure

Algorithm Reference
graph_fs Feature Selection for Classification: A Review
group_fs Feature Selection for Classification: A Review
tree_fs Feature Selection for Classification: A Review

wrapper

Algorithm Reference
decision_tree_backward An Introduction to Variable and Feature Selection
decision_tree_forward An Introduction to Variable and Feature Selection
svm_backward An Introduction to Variable and Feature Selection
svm_forward An Introduction to Variable and Feature Selection

Unsupervised

similarity based

Algorithm Reference
lap_score Laplacian score for feature selection
SPEC Spectral Feature Selection for Supervised and Unsupervised Learning

sparse learning based

Algorithm Reference
MCFS Unsupervised feature selection for multi-cluster data
NDFS Unsupervised Feature Selection Using Nonnegative Spectral Analysis
UDFS l2,1-Norm Regularized Discriminative Feature Selection for Unsupervised Learning

statistical based

Algorithm Reference
low_variance F. Pedregosa el al. Scikit-learn: Machine learning in Python