embedded_ensemble_fselect {mlr3fselect} | R Documentation |
Embedded Ensemble Feature Selection
Description
Ensemble feature selection using multiple learners. The ensemble feature selection method is designed to identify the most predictive features from a given dataset by leveraging multiple machine learning models and resampling techniques. Returns an EnsembleFSResult.
Usage
embedded_ensemble_fselect(
task,
learners,
init_resampling,
measure,
store_benchmark_result = TRUE
)
Arguments
task |
(mlr3::Task) |
learners |
(list of mlr3::Learner) |
init_resampling |
(mlr3::Resampling) |
measure |
(mlr3::Measure) |
store_benchmark_result |
( |
Details
The method begins by applying an initial resampling technique specified by the user, to create multiple subsamples from the original dataset (train/test splits). This resampling process helps in generating diverse subsets of data for robust feature selection.
For each subsample (train set) generated in the previous step, the method applies learners that support embedded feature selection. These learners are then scored on their ability to predict on the resampled test sets, storing the selected features during training, for each combination of subsample and learner.
Results are stored in an EnsembleFSResult.
Value
an EnsembleFSResult object.
Source
Meinshausen, Nicolai, Buhlmann, Peter (2010). “Stability Selection.” Journal of the Royal Statistical Society Series B: Statistical Methodology, 72(4), 417–473. ISSN 1369-7412, doi:10.1111/J.1467-9868.2010.00740.X, 0809.2932.
Hedou, Julien, Maric, Ivana, Bellan, Gregoire, Einhaus, Jakob, Gaudilliere, K. D, Ladant, Xavier F, Verdonk, Franck, Stelzer, A. I, Feyaerts, Dorien, Tsai, S. A, Ganio, A. E, Sabayev, Maximilian, Gillard, Joshua, Amar, Jonas, Cambriel, Amelie, Oskotsky, T. T, Roldan, Alennie, Golob, L. J, Sirota, Marina, Bonham, A. T, Sato, Masaki, Diop, Maigane, Durand, Xavier, Angst, S. M, Stevenson, K. D, Aghaeepour, Nima, Montanari, Andrea, Gaudilliere, Brice (2024). “Discovery of sparse, reliable omic biomarkers with Stabl.” Nature Biotechnology 2024, 1–13. ISSN 1546-1696, doi:10.1038/s41587-023-02033-x, https://www.nature.com/articles/s41587-023-02033-x.
Examples
eefsr = embedded_ensemble_fselect(
task = tsk("sonar"),
learners = lrns(c("classif.rpart", "classif.featureless")),
init_resampling = rsmp("subsampling", repeats = 5),
measure = msr("classif.ce")
)
eefsr