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BAHSIC.h File Reference

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class  CBAHSIC
 Class CBAHSIC, that extends CKernelDependenceMaximization and uses HSIC [1] to compute dependence measures for feature selection using a backward elimination approach as described in [1]. This class serves as a convenience class that initializes the CDependenceMaximization::m_estimator with an instance of CHSIC and allows only shogun::BACKWARD_ELIMINATION algorithm to use which is set internally. Therefore, trying to use other algorithms by set_algorithm() will not work. Plese see the class documentation of CHSIC and [2] for more details on mathematical description of HSIC. More...

SHOGUN Machine Learning Toolbox - Documentation