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https://github.com/darrencl/featureselectors.jl

Lightweight feature selection package in Julia
https://github.com/darrencl/featureselectors.jl

data-science feature-extraction feature-selection

Last synced: 5 months ago
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Lightweight feature selection package in Julia

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# FeatureSelectors.jl

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://darrencl.github.io/FeatureSelectors.jl/stable)
[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://darrencl.github.io/FeatureSelectors.jl/dev)
[![CI](https://github.com/darrencl/FeatureSelectors.jl/workflows/CI/badge.svg)](https://github.com/darrencl/FeatureSelectors.jl/actions?query=workflow%3ACI)
[![Codecov](https://codecov.io/gh/darrencl/FeatureSelectors.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/darrencl/FeatureSelectors.jl)

Simple tool to select feature based on the statistical relationship between features to target variable. The currently implemented feature is based on:

* Correlation
* P-value, which can be obtained by either Chi-square or F test

## Quick start

```
julia> using RDatasets, FeatureSelectors, DataFrames

julia> boston = dataset("MASS", "Boston");

julia> selector = UnivariateFeatureSelector(method=pearson_correlation, k=5)
UnivariateFeatureSelector(FeatureSelectors.pearson_correlation, 5, nothing)

julia> select_features(
selector,
boston[:, Not(:MedV)],
boston.MedV
)
5-element Vector{String}:
"LStat"
"Rm"
"PTRatio"
"Indus"
"Tax"
```