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Classes
DependenceMaximization.h File Reference

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Classes

class  CDependenceMaximization
 Class CDependenceMaximization, base class for all feature selection preprocessors which select a subset of features that shows maximum dependence between the features and the labels. This is done via an implementation of CIndependenceTest, m_estimator inside compute_measures() (see class documentation of CFeatureSelection), which performs a statistical test for a given feature \(\mathbf{X}_i\) from the set of features \(\mathbf{X}\), and the labels \(\mathbf{Y}\). The test checks

\[ \textbf{H}_0 : P\left(\mathbf{X}\setminus \mathbf{X}_i, \mathbf{Y}\right) =P\left(\mathbf{X}\setminus \mathbf{X}_i\right)P\left(\mathbf{Y}\right) \]

The test statistic is then used as a measure which signifies the independence between the rest of the features and the labels - higher the value of the test statistic, greater the dependency between the rest of the features and the class labels, and therefore lesser significant the current feature becomes. Therefore, highest scoring features are removed. The removal policy thus can only be shogun::N_LARGEST and shogun::PERCENTILE_LARGEST and it can be set via set_policy() call. remove_feats() method handles the removal of features based on the specified policy. More...

 

SHOGUN Machine Learning Toolbox - Documentation