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Construct W

skfeature.utility.construct_W

Description

Construct W builds the affinity (similarity) matrix used by similarity-based and spectral feature selection methods. It supports several graph construction strategies, including k-nearest-neighbor and heat-kernel weighting.

Usage

import numpy as np
from sklearn.datasets import load_iris

from skfeature.utility import construct_W

X, y = load_iris(return_X_y=True)
W = construct_W.construct_W(X)

Functions

  • construct_W(X, **kwargs): build the affinity matrix W of shape (n_samples, n_samples) from the input data. Supported strategies include knn (k-nearest-neighbor) and heat (heat kernel).