FeatureSelectors.jl
Simple tool to select feature based on the statistical relationship between features to target variable. The currently implemented feature is based on:
- Correlation
- P-value, which can be obtained by either Chi-square or F test
Quick start
julia> using RDatasets, FeatureSelectors, DataFrames
julia> boston = dataset("MASS", "Boston");
julia> selector = UnivariateFeatureSelector(method=pearson_correlation, k=5)
UnivariateFeatureSelector(FeatureSelectors.pearson_correlation, 5, nothing)
julia> select_features(
selector,
boston[:, Not(:MedV)],
boston.MedV
)
5-element Vector{String}:
"LStat"
"Rm"
"PTRatio"
"Indus"
"Tax"