gaselect

swMATH32022CRANgaselectMaRDI QIDQ43733

Genetic Algorithm (GA) for Variable Selection from High-Dimensional Data

David Kepplinger

Last update: 11 December 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.21, 1.0.4, 1.0.5, 1.0.6, 1.0.7, 1.0.9, 1.0.10, 1.0.11, 1.0.22

Source code repository: https://github.com/cran/gaselect

Description

Provides a genetic algorithm for finding variable subsets in high dimensional data with high prediction performance. The genetic algorithm can use ordinary least squares (OLS) regression models or partial least squares (PLS) regression models to evaluate the prediction power of variable subsets. By supporting different cross-validation schemes, the user can fine-tune the tradeoff between speed and quality of the solution.

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