论文信息 - FeaLect: Feature seLection by computing statistical scores

FeaLect: Feature seLection by computing statistical scores

FeaLect is a feature selection method by statistically scoring the features. Several random subsets are sampled from the input data and for each random subset, various linear models are fitted using lars method. For each feature, a score is calculated based on the tendency of LASSO in including that feature in the models.

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