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An all relevant feature selection method https://cran.r-project.org/web/packages/Boruta/index.html

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Miron B. Kursa dace1c01bc Merge branch 'newEx' into devel 1 year ago
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README.md

Boruta CRAN downloads

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.