mlr3filters (version 0.3.0)

mlr_filters_find_correlation: Correlation Filter

Description

Simple filter emulating caret::findCorrelation(exact = FALSE).

This gives each feature a score between 0 and 1 that is one minus the cutoff value for which it is excluded when using caret::findCorrelation(). The negative is used because caret::findCorrelation() excludes everything above a cutoff, while filters exclude everything below a cutoff. Here the filter scores are shifted by +1 to get positive values for to align with the way other filters work.

Subsequently caret::findCorrelation(cutoff = 0.9) lists the same features that are excluded with FilterFindCorrelation at score 0.1 (= 1 - 0.9).

Super class

mlr3filters::Filter -> FilterFindCorrelation

Methods

Public methods

• FilterFindCorrelation$new()

• FilterFindCorrelation$clone()

• mlr3filters::Filter$calculate()

• mlr3filters::Filter$format()

• mlr3filters::Filter$help()

• mlr3filters::Filter$print()

Method new()

Create a FilterFindCorrelation object.

Usage

FilterFindCorrelation$new(
  id = "find_correlation",
  task_type = c("classif", "regr"),
  param_set = ParamSet$new(list(ParamFct$new("use", default = "everything", levels =
    c("everything", "all.obs", "complete.obs", "na.or.complete",
    "pairwise.complete.obs")), ParamFct$new("method", default = "pearson", levels =
    c("pearson", "kendall", "spearman")))),
  packages = "stats",
  feature_types = c("integer", "numeric")
)

Arguments

id

(character(1)) Identifier for the filter.

task_type

(character()) Types of the task the filter can operator on. E.g., "classif" or "regr".

param_set

(paradox::ParamSet) Set of hyperparameters.

packages

(character()) Set of required packages. Note that these packages will be loaded via requireNamespace(), and are not attached.

feature_types

(character()) Feature types the filter operates on. Must be a subset of mlr_reflections$task_feature_types.

Method clone()

The objects of this class are cloneable with this method.

Usage

FilterFindCorrelation$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

See Also

Dictionary of Filters: mlr_filters

Other Filter: Filter, mlr_filters_anova, mlr_filters_auc, mlr_filters_carscore, mlr_filters_cmim, mlr_filters_correlation, mlr_filters_disr, mlr_filters_importance, mlr_filters_information_gain, mlr_filters_jmim, mlr_filters_jmi, mlr_filters_kruskal_test, mlr_filters_mim, mlr_filters_mrmr, mlr_filters_njmim, mlr_filters_performance, mlr_filters_permutation, mlr_filters_variance, mlr_filters

Examples

# NOT RUN {
## Pearson (default)
task = mlr3::tsk("mtcars")
filter = flt("find_correlation")
filter$calculate(task)
as.data.table(filter)

## Spearman
filter = flt("find_correlation", method = "spearman")
filter$calculate(task)
as.data.table(filter)
# }