spFSR

Feature Selection and Ranking via Simultaneous Perturbation Stochastic Approximation

CRAN Package

An implementation of feature selection, weighting and ranking via simultaneous perturbation stochastic approximation (SPSA). The SPSA-FSR algorithm searches for a locally optimal set of features that yield the best predictive performance using some error measures such as mean squared error (for regression problems) and accuracy rate (for classification problems).

  • Version2.0.4
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release03/17/2023

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  • Depends2 packages
  • Imports5 packages
  • Suggests2 packages