Fisher Score

Implementation of feature selection algorithm Fisher Score.

References

[1] - [R. O. Duda, P. E. Hart, and D. G. Stork, Pattern classification, 2nd ed. New York: Wiley, 2001.]
[2] - [Gu, Quanquan, Zhenhui Li, and Jiawei Han, Generalized fisher score for feature selection, 2012.]