Feature Selection - Embedded Methods Incorporating Feature Selection

Embedded Methods Incorporating Feature Selection

  • Random multinomial logit (RMNL)
  • Sparse regression, LASSO
  • Regularized trees e.g. regularized random forest implemented in the RRF package
  • Decision tree
  • Memetic algorithm
  • Auto-encoding networks with a bottleneck-layer
  • Many other machine learning methods applying a pruning step.

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