An all relevant feature selection method https://cran.r-project.org/web/packages/Boruta/index.html
Miron B. Kursa
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Merge branch 'newEx' into devel
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README.md
Boruta 
Boruta is an all relevant feature selection method; this repository contains its reference implementation as an R package Boruta.
For more details, here is a paper introducing the method, and here are FAQ.