FSelectorRcpp (version 0.3.13)

feature_search: General Feature Searching Engine

Description

A convenience wrapper for greedy and exhaustive feature selection algorithms that extract valuable attributes depending on the evaluation method (called evaluator). This function is a reimplementation of FSelector's exhaustive.search and greedy.search.

Usage

feature_search(
  attributes,
  fun,
  data,
  mode = c("greedy", "exhaustive"),
  type = c("forward", "backward"),
  sizes = 1:length(attributes),
  parallel = TRUE,
  ...
)

Value

A list with following components

• best - a data.frame with the best subset and it's score (1 - feature used, 0 - feature not used),

• all - a data.frame with all checked features' subsets and their score (1 - feature used, 0 - feature not used),

• data - the data used in the feature selection,

• fun - the evaluator used to compute the score of importance for features' subsets,

• call - an origin call of the feature_search,

• mode - the mode used in the call.

Arguments

attributes

A character vector with attributes' names to be used to extract the most valuable features.

fun

A function (evaluator) to be used to score features' sets at each iteration of the algorithm passed via mode. See Examples.

data

A data set for fun function (evaluator).

mode

A character that determines which search algorithm to perform. Defualt is "greedy".

type

Used when mode = "greedy" - whether to use the backward or the forward multiple-way search. Default is "forward".

sizes

Used when mode = "exhaustive" - a vector of sizes of attributes subsets.

parallel

Allow parallelization.

...

Other arguments passed to foreach function.

Author

Zygmunt Zawadzki

Krzysztof Slomczynski

Details

The evaluator function passed with fun is used to determine the importance score of current features' subset. The score is used in a multiple-way (backward or forward) greedy algorithm as a stopping moment or as a selection criterion in the exhaustive search that checks all possible attributes' subset combinations (of sizes passed in sizes).

Examples

# Enable parallelization in examples
if (FALSE) {
 library(doParallel)
 cl <- makeCluster(2)
 registerDoParallel(cl)
}
# Close at the end
# stopCluster(cl) #nolint
# registerDoSEQ() #nolint

if(require("rpart")) {
# 1) Evaluator from FSelector package.
evaluator <- function(subset, data, dependent = names(iris)[5]) {
  library(rpart)
  k <- 5
  splits <- runif(nrow(data))
  results <- sapply(1:k, function(i) {
    test.idx <- (splits >= (i - 1) / k) & (splits < i / k)
    train.idx <- !test.idx
    test <- data[test.idx, , drop = FALSE]
    train <- data[train.idx, , drop = FALSE]
    tree <- rpart(to_formula(subset, dependent), train)
    error.rate <- sum(test[[dependent]] != predict(tree, test, type = "c")) /
    nrow(test)
    return(1 - error.rate)
  })
  return(mean(results))
}

set.seed(123)
# Default greedy search.
system.time(
  feature_search(attributes = names(iris)[-5],
                 fun = evaluator,
                 data = iris)
)
system.time(
  feature_search(attributes = names(iris)[-5],
                 fun = evaluator,
                 data = iris,
                 parallel = FALSE)
)

# Optional exhaustive search.
system.time(
  feature_search(attributes = names(iris)[-5],
                 fun = evaluator,
                 data = iris,
                 mode = "exhaustive")
)
system.time(
  feature_search(attributes = names(iris)[-5],
                 fun = evaluator,
                 data = iris,
                 mode = "exhaustive",
                 parallel = FALSE)
)
}

# 2) Maximize R^2 statistics in the linear regression model/problem.

evaluator_R2_lm <- function(attributes, data, dependent = names(iris)[1]) {
  summary(
    lm(to_formula(attributes, dependent), data = data)
  )$r.squared
}

feature_search(attributes = names(iris)[-1],
               fun = evaluator_R2_lm, data = iris,
               mode = "exhaustive")

# 3) Optimize BIC crietion in generalized linear model.
# Aim of Bayesian approach it to identify the model with the highest
# probability of being the true model. - Kuha 2004
if(require("MASS")) {
utils::data(anorexia, package = "MASS")

evaluator_BIC_glm <- function(attributes, data, dependent = "Postwt") {
  extractAIC(
    fit = glm(to_formula(attributes, dependent), family = gaussian,
              data = data),
    k = log(nrow(data))
  )[2]
}

feature_search(attributes = c("Prewt", "Treat", "offset(Prewt)"),
               fun = evaluator_BIC_glm,
               data = anorexia,
               mode = "exhaustive")
}
# Close parallelization
if (FALSE) {
stopCluster(cl)
registerDoSEQ()
}