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SPSA-FSR: Simultaneous Perturbation Stochastic Approximation for Feature Selection and Ranking Python Implementation
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README.md
spfsr_engine.py code was refactored Mar 21, 2019
spfsr_example.py
spfsr_kernel.py
spfsr_log.py

README.md

spfsr

The Python code in this repository performs feature ranking and selection via Simultanenous Perturbation Stochastic Approximation (SPSA). The benchmark dataset used is the Ionosphere dataset with the Gaussian Naive Bayes classifier. For more information, please refer to the manuscript: "SPSA-FSR: Simultaneous Perturbation Stochastic Approximation for Feature Selection and Ranking", https://arxiv.org/abs/1804.05589.

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