Las Vegas Filter uses a random generation of subsets and an
inconsistency measure as the evaluation function to determine the
relevance of features in the dataset.
Usage
lvf(data, lambda, maxiter)
Arguments
data
Name of the discretized dataset
lambda
Threshold for the inconsistency
maxiter
Maximum number of iterations
Value
bestsubset
The best subset of features
Details
If the dataset has continuous variables, these must first be discretized. This
package includes four discretization methods. A value of lambda close to the
inconsistency of the whole dataset yields a large number of selected features,
a large lambda yields few selected features.
References
LIU, H. and SETIONO, R. (1996). A probabilistic approach to feature selection: a
filter solution. Proc. of the thirteenth International Conference of Machine
Learning, 319-337.