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Knit directory: 2019-feature-selection/
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Spearman’s rank correlation is used because rankings are compared.
The idea behind is was to analyze the correlation between filter rankings. We only wanted to included filters which have a somewhat unique ranking. Otherwise, when creating ensemble filters, certain filters would implicitly be weighted more than others.
Takeaway:
Only use one of “information gain”, “gain ratio”, “sym uncert”
Either use Spearman or Pearson correlation
FSelectorRcpp::information.gain()
Analyzing the effect of a different nbins
value on the filter values of filter “Information Gain”.
nbins = 5
vs. nbins = 30
-> We decided to use with nbins = 10
in the analysis.
The hidden default of nbins when setting equal = TRUE
in FSelectorRcpp::information_gain()
is 5.
R version 3.6.2 (2019-12-12)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: CentOS Linux 7 (Core)
Matrix products: default
BLAS: /opt/spack/opt/spack/linux-centos7-x86_64/gcc-9.2.0/r-3.6.2-sqpyonnenmuqbwdscxgxyfr2tm42unxr/rlib/R/lib/libRblas.so
LAPACK: /opt/spack/opt/spack/linux-centos7-x86_64/gcc-9.2.0/r-3.6.2-sqpyonnenmuqbwdscxgxyfr2tm42unxr/rlib/R/lib/libRlapack.so
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] fs_1.4.1 glue_1.4.0 purrr_0.3.4 ggcorrplot_0.1.3
[5] ggplot2_3.3.0 tidyr_1.0.0 dplyr_0.8.3
loaded via a namespace (and not attached):
[1] storr_1.2.1 progress_1.2.0 tidyselect_1.1.0
[4] xfun_0.5 reshape2_1.4.3 colorspace_1.4-0
[7] vctrs_0.3.5 htmltools_0.3.6 yaml_2.2.0
[10] rlang_0.4.8 R.oo_1.23.0 later_1.0.0
[13] pillar_1.4.3 txtq_0.2.3 withr_2.1.2
[16] R.utils_2.8.0 lifecycle_0.2.0 plyr_1.8.4
[19] stringr_1.4.0 munsell_0.5.0 gtable_0.3.0
[22] workflowr_1.6.1 R.methodsS3_1.7.1 evaluate_0.13
[25] labeling_0.3 knitr_1.23 httpuv_1.4.5.1
[28] parallel_3.6.2 fansi_0.4.1 Rcpp_1.0.3
[31] promises_1.0.1 scales_1.1.0 backports_1.1.5
[34] filelock_1.0.2 farver_2.0.3 hms_0.5.3
[37] digest_0.6.25 stringi_1.3.1 grid_3.6.2
[40] rprojroot_1.3-2 cli_2.0.2 tools_3.6.2
[43] magrittr_1.5 base64url_1.4 tibble_2.1.3
[46] crayon_1.3.4 whisker_0.3-2 pkgconfig_2.0.3
[49] ellipsis_0.3.0 drake_7.12.7 prettyunits_1.0.2
[52] assertthat_0.2.1 rmarkdown_1.13 R6_2.4.1
[55] igraph_1.2.4.1 git2r_0.26.1 compiler_3.6.2