This function implements the RELIEF feature selection algorithm.
Usage
relief(data, nosample, threshold,vnom)
Arguments
data
The dataset for which feature selection will be carried out
nosample
The number of instances drawn from the original dataset
threshold
The cutoff point to select the features
vnom
A vector containing the indexes of the nominal features
Value
relevantA table that gives the ratio between the frequency
with which the feature was selected as relevant and the total number of
trials performed in one column, and the average weight of the feature
in another.
a plotA plot of the weights of the features
Details
The general idea of this method is to choose the features that can be most
distinguished between classes. These are known as the relevant features. At
each step of an iterative process, an instance x is chosen at random from
the dataset and the weight for each feature is updated according to the
distance of x to its Nearmiss and NearHit.
References
KIRA, K. and RENDEL, L. (1992). The Feature Selection Problem : Traditional
Methods and a new algorithm. Proc. Tenth National Conference on Artificial
Intelligence, MIT Press, 129-134.
KONONENKO, I., SIMEC, E., and ROBNIK-SIKONJA, M. (1997). Overcoming
the myopia of induction learning algorithms with RELIEFF. Applied Intelligence
Vol7, 1, 39-55.