package modelkit

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Module Recursive_feature_elimination.Make

Parameters

Signature

type params = {
  1. feature_count : int;
  2. step : step;
  3. estimator_params : Estimator.params;
}
type t
type fitted
val create : ?step:step -> feature_count:int -> Estimator.t -> (t, Error.t) result
val selected_indices : fitted -> int array
val ranking : fitted -> int array
val final_importances : fitted -> Vector.t

Importances from the final estimator, in selected-feature order.

val fitted_estimator : fitted -> Estimator.fitted

The final estimator was trained on exactly the selected features.

include TRANSFORMER with type t := t and type params := params and type target = Estimator.target and type fitted := fitted and type rng = Rng.t
include SPECIFICATION with type t := t with type params := params
val clone : t -> t
val params : t -> params
type target = Estimator.target
type rng = Rng.t
val fit : t -> ?sample_weight:Sample_weight.t -> rng:rng -> feature_schema:Feature_schema.t -> x:Matrix.t -> y:target option -> unit -> (fitted, Error.t) result
val transform : fitted -> feature_schema:Feature_schema.t -> x:Matrix.t -> (Matrix.t, Error.t) result
val fitted_params : fitted -> params
val input_schema : fitted -> Feature_schema.t
val output_schema : fitted -> Feature_schema.t