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multi-objective feature selection by mrmr performance number_features?

ramzanzadeh72ramzanzadeh72 Member Posts: 14 Learner III
edited February 2020 in Help

hi

I'm looking for select feature set that Most relevance with the label and minimum redundancy with each other and also Have the minimum number of attributes and best perormance metrics(F-measure,accuracy and AUC); how can i do this with multi-objective feature selection?(mrmr performance operator + performance (attribute count) operator + cross validation operator)

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