caretSBF {caret} | R Documentation |
Ancillary functions for univariate feature selection
anovaScores(x, y) gamScores(x, y) caretSBF lmSBF rfSBF treebagSBF ldaSBF nbSBF
x |
a matrix or data frame of numeric predictors |
y |
a numeric or factor vector of outcomes |
More details on these functions can be found at http://topepo.github.io/caret/featureselection.html#filter.
This page documents the functions that are used in selection by filtering (SBF). The functions described here are passed to the algorithm via the
functions
argument of sbfControl
.
See sbfControl
for details on how these functions should be defined.
anovaScores
and gamScores
are two examples of univariate filtering functions. anovaScores
fits a simple linear model between a single feature and the outcome, then the p-value for the whole model F-test is returned. gamScores
fits a generalized additive model between a single predictor and the outcome using a smoothing spline basis function. A p-value is generated using the whole model test from summary.gam
and is returned.
If a particular model fails for lm
or gam
, a p-value of 1 is returned.
Max Kuhn