convergence-lab / bffs

MIP implemented with BF Feature Selection

Feature Selection by Mixed Integer Problem Solver Bisection with Feelers

this is the implementation of the following papaer.

Ana Kenney, Francesca Chiaromonte, Giovanni Felici, Efficient and Effective L0 Feature Selection, arXiv:1808.02526 [stat.ME]

We implemented only BF version of MIP Feature Selector.

Instration

clone this repository and exec setup.py.

git clone https://github.com/oxfordcontrol/miosqp
cd miosqp
python setup.py install
cd ..
git clone https://github.com/convergence-lab/bffs
cd bffs
python setup.py install

Usage

see test_run.py