bss {CAST}R Documentation

Best subset feature selection

Description

Evaluate all combinations of predictors during model training

Usage

bss(
  predictors,
  response,
  method = "rf",
  metric = ifelse(is.factor(response), "Accuracy", "RMSE"),
  maximize = ifelse(metric == "RMSE", FALSE, TRUE),
  trControl = caret::trainControl(),
  tuneLength = 3,
  tuneGrid = NULL,
  seed = 100,
  verbose = TRUE,
  ...
)

Arguments

predictors

see train

response

see train

method

see train

metric

see train

maximize

see train

trControl

see train

tuneLength

see train

tuneGrid

see train

seed

A random number

verbose

Logical. Should information about the progress be printed?

...

arguments passed to the classification or regression routine (such as randomForest).

Details

bss is an alternative to ffs and ideal if the training set is small. Models are iteratively fitted using all different combinations of predictor variables. Hence, 2^X models are calculated. Dont try running bss on very large datasets because the computation time is much higher compared to ffs.

The internal cross validation can be run in parallel. See information on parallel processing of carets train functions for details.

Value

A list of class train. Beside of the usual train content the object contains the vector "selectedvars" and "selectedvars_perf" that give the best variables selected as well as their corresponding performance. It also contains "perf_all" that gives the performance of all model runs.

Note

This validation is particulary suitable for spatial leave-location-out cross validations where variable selection MUST be based on the performance of the model on the hold out station. Note that bss is very slow since all combinations of variables are tested. A more time efficient alternative is the forward feature selection (ffs) (ffs).

Author(s)

Hanna Meyer

See Also

train,ffs, trainControl,CreateSpacetimeFolds

Examples

## Not run: 
data(iris)
bssmodel <- bss(iris[,1:4],iris$Species)
bssmodel$perf_all

## End(Not run)

[Package CAST version 0.5.1 Index]