[R] Packages for Learning Algorithm Independent Branch and Bound for Feature Selection

[Enrico Schumann]

On Thu, 29 Jun 2017, Alex Byrley writes:

> I am looking for packages that can run a branch-and-bound algorithm to
> maximize a distance measure (such as Bhattacharyya or Mahalanobis) on a set
> of features.
>
> I would like this to be learning algorithm independent, so that the method
> just looks at the features, and selects the subset of a user-defined size
> that maximizes a distance criteria such as those stated above.
>
> Can anyone give some suggestions?
>
> Alex Byrley
> Graduate Student
> Department of Electrical Engineering
> 235 Davis Hall
> (716) 341-1802
>

It seems you are looking for a generic optimisation
algorithm; so perhaps start at the task view:
https://cran.r-project.org/web/views/Optimization.html

What you describe is a combinatorial problem: select k
from N features, with k (much) smaller than N. So I'd
suggest to also look at heuristic algorithms that can
deal with such problems (e.g. genetic algorithms).


-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net