Class for Feature Selection Algorithms

The FSelector implements the optimization algorithm.

Details

FSelector is an abstract base class that implements the base functionality each fselector must provide. A subclass is implemented in the following way:

• Inherit from FSelector.

• Specify the private abstract method $.optimize() and use it to call into your optimizer.

• You need to call instance$eval_batch() to evaluate design points.

• The batch evaluation is requested at the FSelectInstanceSingleCrit/FSelectInstanceMultiCrit object instance, so each batch is possibly executed in parallel via mlr3::benchmark(), and all evaluations are stored inside of instance$archive.

• Before the batch evaluation, the bbotk::Terminator is checked, and if it is positive, an exception of class "terminated_error" is generated. In the latter case the current batch of evaluations is still stored in instance, but the numeric scores are not sent back to the handling optimizer as it has lost execution control.

• After such an exception was caught we select the best set from instance$archive and return it.

• Note that therefore more points than specified by the bbotk::Terminator may be evaluated, as the Terminator is only checked before a batch evaluation, and not in-between evaluation in a batch. How many more depends on the setting of the batch size.

• Overwrite the private super-method .assign_result() if you want to decide how to estimate the final set in the instance and its estimated performance. The default behavior is: We pick the best resample experiment, regarding the given measure, then assign its set and aggregated performance to the instance.

Private Methods

• .optimize(instance) -> NULL
  Abstract base method. Implement to specify feature selection of your subclass. See technical details sections.

• .assign_result(instance) -> NULL
  Abstract base method. Implement to specify how the final feature subset is selected. See technical details sections.

Resources

There are several sections about feature selection in the mlr3book.

• Learn more about fselectors.

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.

Public fields

id

(character(1))
Identifier of the object. Used in tables, plot and text output.

Active bindings

param_set

paradox::ParamSet
Set of control parameters.

properties

(character())
Set of properties of the fselector. Must be a subset of mlr_reflections$fselect_properties.

packages

(character())
Set of required packages. Note that these packages will be loaded via requireNamespace(), and are not attached.

label

(character(1))
Label for this object. Can be used in tables, plot and text output instead of the ID.

man

(character(1))
String in the format [pkg]::[topic] pointing to a manual page for this object. The referenced help package can be opened via method $help().

Methods

Public methods

• FSelector$new()

• FSelector$format()

• FSelector$print()

• FSelector$help()

• FSelector$optimize()

• FSelector$clone()

---

Method new()

Creates a new instance of this R6 class.

Usage

FSelector$new(
  id = "fselector",
  param_set,
  properties,
  packages = character(),
  label = NA_character_,
  man = NA_character_
)

Arguments

id

(character(1))
Identifier for the new instance.

param_set

paradox::ParamSet
Set of control parameters.

properties

(character())
Set of properties of the fselector. Must be a subset of mlr_reflections$fselect_properties.

packages

(character())
Set of required packages. Note that these packages will be loaded via requireNamespace(), and are not attached.

label

(character(1))
Label for this object. Can be used in tables, plot and text output instead of the ID.

man

(character(1))
String in the format [pkg]::[topic] pointing to a manual page for this object. The referenced help package can be opened via method $help().

---

Method format()

Helper for print outputs.

Usage

FSelector$format(...)

Arguments

...

(ignored).

Returns

(character()).

---

Method print()

Print method.

Usage

FSelector$print()

Returns

(character()).

---

Method help()

Opens the corresponding help page referenced by field $man.

Usage

FSelector$help()

---

Method optimize()

Performs the feature selection on a FSelectInstanceSingleCrit or FSelectInstanceMultiCrit until termination. The single evaluations will be written into the ArchiveFSelect that resides in the FSelectInstanceSingleCrit / FSelectInstanceMultiCrit. The result will be written into the instance object.

Usage

FSelector$optimize(inst)

Arguments

inst

(FSelectInstanceSingleCrit | FSelectInstanceMultiCrit).

Returns

data.table::data.table().

---

Method clone()

The objects of this class are cloneable with this method.

Usage

FSelector$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.