RELIEF Feature Selection(RELIEF特征选择) Python实现

最新推荐文章于 2020-12-10 12:29:50 发布

Bin_Xia

最新推荐文章于 2020-12-10 12:29:50 发布

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分类专栏：方法论 Python 文章标签： Python FeatureSelection RELIEF Methodology

本文链接：https://blog.csdn.net/kryolith/article/details/40203817

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写在前面：

之所以有这篇博文，是因为之前实验的时候很想用RELIEF特征选择，但是苦苦寻找却没有python版的，所以就随手写了一个。（这里仅仅是RELIEF，也就是针对两类问题的）废话不多说，稍微简单介绍一下RELIEF。

RELIEF[edit]

Take a data set with n instances of p features, belonging to two known classes. Within the data set, each feature should be scaled to the interval [0 1] (binary data should remain as 0 and 1). The algorithm will be repeated m times. Start with a p-long weight vector (W) of zeros.

At each iteration, take the feature vector (X) belonging to one random instance, and the feature vectors of the instance closest to X (by Euclidean distance) from each class. The closest same-class instance is called 'near-hit', and the clo