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FeaturewiseDatasetMeasure that performs multivariate I-RELIEF algorithm. Batch version.
Batch I-RELIEF-2 feature weighting algorithm. Works for binary or multiclass class-labels. Batch version with complexity O(T*N^2*I), where T is the number of iterations, N the number of instances, I the number of features.
See: Y. Sun, Iterative RELIEF for Feature Weighting: Algorithms, Theories, and Applications, IEEE Trans. on Pattern Analysis and Machine Intelligence (TPAMI), vol. 29, no. 6, pp. 1035-1051, June 2007. http://plaza.ufl.edu/sunyijun/Paper/PAMI_1.pdf
Note that current implementation allows to use only exponential-like kernels. Support for linear kernel will be added later.
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Compute hit/miss dictionaries. For each instance compute the set of indices having the same class label and different class label. Note that this computation is independent of the number of features. XXX should it be some generic function since it doesn't use self |
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