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- icap(X, y, **kwargs)
- This function implements the ICAP feature selection.
The scoring criteria is calculated based on the formula j_icap = I(f;y) - max_j(0,(I(fj;f)-I(fj;f|y)))
Input
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X: {numpy array}, shape (n_samples, n_features)
input data, guaranteed to be a discrete data matrix
y: {numpy array}, shape (n_samples,)
input class labels
kwargs: {dictionary}
n_selected_features: {int}
number of features to select
Output
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F: {numpy array}, shape (n_features,)
index of selected features, F(1) is the most important feature
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