I am using Scikit-learn for a binary classification task.. and I am trying to perform Feature selection using one of these methods : Correlation-based Feature Selection (CFS) Subset Evaluator and Best First search algorithm... I couldn't find any of them in the Feature selection module ! are they listed with another name in Scikit learn or is there any equivalent ?! because I want to repeat an experiment and they have used these algorithms in reducing there data.
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2 Answers
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In sklearn.feature_selection:
SelectKBest and SelectPercentile assess subset performance, and RFE does recursive feature elimination.
As for Best First Search, see Smart Feature Selection with scikit-learn and BigML’s API.
I am very skeptical you'll be able to exactly reproduce some experimental results based on the names of the algorithms used, FWIW.
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Not sure whether Scikit-Learn has FCBF (Fast correlation based filter) or not. However you can use the implementation (MATLAB) from the Feature selection package from ASU (Arizona State University). Download link:
Corresponding paper:
http://www.cs.binghamton.edu/~lyu/publications/Yu-Liu03ICML.pdf