mlr3fselect (version 0.12.0)

mlr3fselect.one_se_rule: One Standard Error Rule Callback

Description

Selects the smallest feature set within one standard error of the best as the result. If there are multiple feature sets with the same performance and number of features, the first one is selected.

Examples

clbk("mlr3fselect.one_se_rule")

# Run feature selection on the pima data set with the callback
instance = fselect(
  fselector = fs("random_search"),
  task = tsk("pima"),
  learner = lrn("classif.rpart"),
  resampling = rsmp ("cv", folds = 3),
  measures = msr("classif.ce"),
  term_evals = 10,
  callbacks = clbk("mlr3fselect.one_se_rule"))
# Smallest feature set within one standard error of the best
instance$result