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feature tags (#625)
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FBruzzesi committed Mar 19, 2024
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4 changes: 3 additions & 1 deletion docs/user-guide/feature-selection.md
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## Maximum Relevance Minimum Redundancy

!!! info "New in version 0.8.0"

The [`Maximum Relevance Minimum Redundancy`][MaximumRelevanceMinimumRedundancy-api] (MRMR) is an iterative feature selection method commonly used in data science to select a subset of features from a larger feature set. The goal of MRMR is to choose features that have high *relevance* to the target variable while minimizing *redundancy* among the already selected features.

MRMR is heavily dependent on the two functions used to determine relevace and redundancy. However, the paper [Maximum Relevanceand Minimum Redundancy Feature Selection Methods for a Marketing Machine Learning Platform](https://arxiv.org/pdf/1908.05376.pdf) shows that using [f_classif](https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.f_classif.html) or [f_regression](https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.f_regression.html) as relevance function and Pearson correlation as redundancy function is the best choice for a variety of different problems and in general is a good choice.
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F1 score: 0.849
```

The MRMR feature selection model provides better results compared against the other methods, although the smile technique performs rather good as well.
The MRMR feature selection model provides better results compared against the other methods, although the smile technique performs rather good as well.

Finally, we can take a look at the selected features.

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2 changes: 1 addition & 1 deletion docs/user-guide/meta-models.md
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Expand Up @@ -136,7 +136,7 @@ Note that these predictions seems to yield the lowest error but take it with a g

### Specialized Estimators

!!! info "New in version 0.7.5"
!!! info "New in version 0.8.0"

Instead of using the generic `GroupedPredictor` directly, it is possible to work with _task specific_ estimators, namely: [`GroupedClassifier`][grouped-classifier-api] and [`GroupedRegressor`][grouped-regressor-api].

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2 changes: 1 addition & 1 deletion pyproject.toml
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Expand Up @@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"

[project]
name = "scikit-lego"
version = "0.7.4"
version = "0.8.0"
description="A collection of lego bricks for scikit-learn pipelines"

license = {file = "LICENSE"}
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2 changes: 2 additions & 0 deletions sklego/feature_selection/mrmr.py
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Expand Up @@ -83,6 +83,8 @@ class MaximumRelevanceMinimumRedundancy(SelectorMixin, BaseEstimator):
- np.ndarray, shape = (len(left), ), The array containing the redundancy score using the custom function.
!!! info "New in version 0.8.0"
Parameters
----------
k : int
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4 changes: 2 additions & 2 deletions sklego/meta/grouped_predictor.py
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Expand Up @@ -397,7 +397,7 @@ class GroupedRegressor(GroupedPredictor, RegressorMixin):
Its spec is the same as [`GroupedPredictor`][sklego.meta.grouped_predictor.GroupedPredictor] but it is available
only for regression models.
!!! info "New in version 0.7.5"
!!! info "New in version 0.8.0"
"""

def fit(self, X, y):
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Its equivalent to [`GroupedPredictor`][sklego.meta.grouped_predictor.GroupedPredictor] with `shrinkage=None`
but it is available only for classification models.
!!! info "New in version 0.7.5"
!!! info "New in version 0.8.0"
"""

def __init__(
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