[FEATURE][ML] A measure of strength of relationship between RVs plus better seeding of feature sample probabilities for boosted tree #488
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valeriy42
reviewed
Jul 4, 2019
…lculation of k in main search when there are duplicates
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Thanks for the review @valeriy42! I think I've addressed all your comments. Can you take another look. |
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This implements the (refined) "maximal information coefficient" measure of the strength of the relationship between two variables and uses it to initialise feature sample probabilities for the boosted tree. It also puts in place a mechanism to restrict the features used, if there are insufficient training data, to those variables with the strongest relationship with dependent variable.