Syntactic Sugar for Instance Construction

Function to construct a FSelectInstanceSingleCrit or FSelectInstanceMultiCrit.

Usage

fsi(
  task,
  learner,
  resampling,
  measures = NULL,
  terminator,
  store_benchmark_result = TRUE,
  store_models = FALSE,
  check_values = FALSE,
  callbacks = list()
)

Arguments

task: (mlr3::Task)
Task to operate on.
learner: (mlr3::Learner)
Learner to optimize the feature subset for.
resampling: (mlr3::Resampling)
Resampling that is used to evaluated the performance of the feature subsets. Uninstantiated resamplings are instantiated during construction so that all feature subsets are evaluated on the same data splits. Already instantiated resamplings are kept unchanged.
measures: (mlr3::Measure or list of mlr3::Measure)
A single measure creates a FSelectInstanceSingleCrit and multiple measures a FSelectInstanceMultiCrit. If NULL, default measure is used.
terminator: (Terminator)
Stop criterion of the feature selection.
store_benchmark_result: (logical(1))
Store benchmark result in archive?
store_models: (logical(1)). Store models in benchmark result?
check_values: (logical(1))
Check the parameters before the evaluation and the results for validity?
callbacks: (list of CallbackFSelect)
List of callbacks.

Resources

There are several sections about feature selection in the mlr3book.

Getting started with wrapper feature selection.
Do a sequential forward selection Palmer Penguins data set.

The gallery features a collection of case studies and demos about optimization.

Utilize the built-in feature importance of models with Recursive Feature Elimination.
Run a feature selection with Shadow Variable Search.
Feature Selection on the Titanic data set.

Default Measures

If no measure is passed, the default measure is used. The default measure depends on the task type.

Task	Default Measure	Package
`"classif"`	`"classif.ce"`	mlr3
`"regr"`	`"regr.mse"`	mlr3
`"surv"`	`"surv.cindex"`	mlr3proba
`"dens"`	`"dens.logloss"`	mlr3proba
`"classif_st"`	`"classif.ce"`	mlr3spatial
`"regr_st"`	`"regr.mse"`	mlr3spatial
`"clust"`	`"clust.dunn"`	mlr3cluster

Examples

# Feature selection on Palmer Penguins data set
# \donttest{

task = tsk("penguins")
learner = lrn("classif.rpart")

# Construct feature selection instance
instance = fsi(
  task = task,
  learner = learner,
  resampling = rsmp("cv", folds = 3),
  measures = msr("classif.ce"),
  terminator = trm("evals", n_evals = 4)
)

# Choose optimization algorithm
fselector = fs("random_search", batch_size = 2)

# Run feature selection
fselector$optimize(instance)
#>    bill_depth bill_length body_mass flipper_length island  sex  year
#> 1:      FALSE        TRUE      TRUE          FALSE   TRUE TRUE FALSE
#>                            features classif.ce
#> 1: bill_length,body_mass,island,sex 0.06102212

# Subset task to optimal feature set
task$select(instance$result_feature_set)

# Train the learner with optimal feature set on the full data set
learner$train(task)

# Inspect all evaluated sets
as.data.table(instance$archive)
#>    bill_depth bill_length body_mass flipper_length island   sex  year
#> 1:       TRUE       FALSE     FALSE          FALSE  FALSE FALSE FALSE
#> 2:       TRUE       FALSE      TRUE           TRUE  FALSE  TRUE FALSE
#> 3:      FALSE        TRUE      TRUE          FALSE   TRUE  TRUE FALSE
#> 4:      FALSE        TRUE     FALSE           TRUE   TRUE  TRUE  TRUE
#>    classif.ce runtime_learners           timestamp batch_nr warnings errors
#> 1: 0.25596237            0.013 2023-11-17 12:02:31        1        0      0
#> 2: 0.22107806            0.016 2023-11-17 12:02:31        1        0      0
#> 3: 0.06102212            0.018 2023-11-17 12:02:31        2        0      0
#> 4: 0.06684465            0.017 2023-11-17 12:02:31        2        0      0
#>                                      features      resample_result
#> 1:                                 bill_depth <ResampleResult[21]>
#> 2:    bill_depth,body_mass,flipper_length,sex <ResampleResult[21]>
#> 3:           bill_length,body_mass,island,sex <ResampleResult[21]>
#> 4: bill_length,flipper_length,island,sex,year <ResampleResult[21]>
# }