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FeaturewiseDatasetMeasure that performs multivariate I-RELIEF algorithm. Batch version allowing various kernels.
UNDER DEVELOPEMNT.
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. |
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