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\n\n#### Feature Selection in R using glmnet-lasso, xgboost and ranger\n\n
\n\nThis R package wraps **glmnet-lasso**, **xgboost** and **ranger** to perform feature selection. After downloading use ? to read info about each function (i.e. ?feature_selection). More details can be found in the blog-post (http://mlampros.github.io/2016/02/14/feature-selection/). To download the latest version from Github use,\n\n
\n\n```R\nremotes::install_github('mlampros/FeatureSelection')\n\n```\n\n
\n\n**Package Updates**:\n\n* Currently there is a new version of *glmnet* (3.0.0) with new functionality (*relax*, *trace*, *assess*, *bigGlm*), however it requires an R version of 3.6.0 (see the [new vignette](https://cran.r-project.org/web/packages/glmnet/vignettes/relax.pdf) for more information).\n* In the *ranger* R package the *ranger::importance_pvalues()* was added\n* Currently, the recommended approach for future selection is [SHAP](https://github.com/slundberg/shap)\n\n
\n\n\n**UPDATE 03-02-2020**\n\n
\n\n**Docker images** of the *FeatureSelection* package are available to download from my [dockerhub](https://hub.docker.com/r/mlampros/featureselection) account. The images come with *Rstudio* and the *R-development* version (latest) installed. The whole process was tested on Ubuntu 18.04. To **pull** & **run** the image do the following,\n\n
\n\n```R\n\ndocker pull mlampros/featureselection:rstudiodev\n\ndocker run -d --name rstudio_dev -e USER=rstudio -e PASSWORD=give_here_your_password --rm -p 8787:8787 mlampros/featureselection:rstudiodev\n\n```\n\n
\n\nThe user can also **bind** a home directory / folder to the image to use its files by specifying the **-v** command,\n\n
\n\n```R\n\ndocker run -d --name rstudio_dev -e USER=rstudio -e PASSWORD=give_here_your_password --rm -p 8787:8787 -v /home/YOUR_DIR:/home/rstudio/YOUR_DIR mlampros/featureselection:rstudiodev\n\n\n```\n\n
\n\nIn the latter case you might have first give permission privileges for write access to **YOUR_DIR** directory (not necessarily) using,\n\n
\n\n```R\n\nchmod -R 777 /home/YOUR_DIR\n\n\n```\n\n
\n\nThe **USER** defaults to *rstudio* but you have to give your **PASSWORD** of preference (see [www.rocker-project.org](https://www.rocker-project.org/) for more information).\n\n
\n\nOpen your web-browser and depending where the docker image was *build / run* give, \n\n
\n\n**1st. Option** on your personal computer,\n\n
\n\n```R\nhttp://0.0.0.0:8787 \n\n```\n\n
\n\n**2nd. Option** on a cloud instance, \n\n
\n\n```R\nhttp://Public DNS:8787\n\n```\n\n
\n\nto access the Rstudio console in order to give your username and password.\n\n
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mlampros/featureselection

Tags for mlampros/featureselection