There are 4 repositories under variable-selection topic.
Case studies on model assessment, model selection and inference after model selection
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
Developer Version of the R package CAST: Caret Applications for Spatio-Temporal models
BAS R package https://merliseclyde.github.io/BAS/
Data preparation for data science projects.
Awesome papers on Feature Selection
OmicSelector - Environment, docker-based application and R package for biomarker signiture selection (feature selection) & deep learning diagnostic tool development from high-throughput high-throughput omics experiments and other multidimensional datasets. Initially developed for miRNA-seq, RNA-seq and qPCR.
Boosting models for fitting generalized additive models for location, shape and scale (GAMLSS) to potentially high dimensional data. The current relase version can be found on CRAN (https://cran.r-project.org/package=gamboostLSS).
Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm
Performs Variables selection and model tuning for Species Distribution Models (SDMs). It provides also several utilities to display results.
Code for Variable Selection in Black Box Methods with RelATive cEntrality (RATE) Measures
A regularized version of RBM for unsupervised feature selection.
Code and Simulations using Bayesian Approximate Kernel Regression (BAKR)
Automated Bidirectional Stepwise Selection On Python
Variable Selection with Knockoffs
Sparse canonical correlation analysis