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FeaturewiseDatasetMeasure that performs multivariate I-RELIEF algorithm. Online version.
UNDER DEVELOPMENT
Online version with complexity O(T*N*I), where N is the number of instances and 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 this implementation is not fully online, since hit and miss dictionaries (H,M) are computed once at the beginning using full access to all labels. This can be easily corrected to a full online implementation. But this is not mandatory now since the major goal of this current online implementation is reduction of computational complexity.
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