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Algorithms Overview

This page provides an organized reference of all feature selection algorithms in scikit-feature.

Information Theoretical Based

Algorithm Module Description
MIM mim Mutual Information Maximization
MIFS mifs Mutual Information Feature Selection
JMI jmi Joint Mutual Information
CMIM cmim Conditional Mutual Information Maximization
CIFE cife Conditional Infomax Feature Extraction
MRMR mrmr Minimum Redundancy Maximum Relevance
FCBF fcbf Fast Correlation-Based Filter
DISR disr Double Input Symmetrical Relevance
ICAP icap Interaction Capping
LCSI lcsi Local Conditional Score Improvement

Similarity Based

Algorithm Module Description
Fisher Score fisher_score Fisher score for feature ranking
LapScore lap_score Laplacian score
ReliefF reliefF Relief-F algorithm
SPEC SPEC Spectral feature selection
Trace Ratio trace_ratio Trace ratio criterion

Sparse Learning Based

Algorithm Module Description
RFS RFS Robust feature selection via joint l2,1-norms
MCFS MCFS Multi-cluster feature selection
NDFS NDFS Nonnegative spectral feature selection
UDFS UDFS l2,1-norm regularized unsupervised feature selection
ll_l21 ll_l21 Logistic loss with l2,1-norm regularization
ls_l21 ls_l21 Least squares with l2,1-norm regularization

Statistical Based

Algorithm Module Description
t-Score t_score Student's t-test score
F-Score f_score ANOVA F-test score
Chi-Square chi_square Chi-square test
Gini Index gini_index Gini index
Low Variance low_variance Low variance threshold
CFS CFS Correlation-based feature selection

Structure Based

Algorithm Module Description
Graph FS graph_fs Graph-based feature selection
Group FS group_fs Group-based feature selection
Tree FS tree_fs Tree-structured feature selection

Wrapper Based

Algorithm Module Description
SVM Forward svm_forward SVM-based forward selection
SVM Backward svm_backward SVM-based backward elimination
Decision Tree Forward decision_tree_forward Decision-tree-based forward selection
Decision Tree Backward decision_tree_backward Decision-tree-based backward elimination

Streaming Based

Algorithm Module Description
Alpha Investing alpha_investing Streamwise (online) feature selection

See also