Feature Selection Methods for Cost-Constrained Classification in Random Forests

14 Aug 2020Rudolf JagdhuberMichel LangJörg Rahnenführer

Cost-sensitive feature selection describes a feature selection problem, where features raise individual costs for inclusion in a model. These costs allow to incorporate disfavored aspects of features, e.g. failure rates of as measuring device, or patient harm, in the model selection process... (read more)

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