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Machine Learning with R Quick Start Guide

You're reading from  Machine Learning with R Quick Start Guide

Product type Book
Published in Mar 2019
Publisher Packt
ISBN-13 9781838644338
Pages 250 pages
Edition 1st Edition
Languages
Author (1):
Iván Pastor Sanz Iván Pastor Sanz
Profile icon Iván Pastor Sanz

Wrapper methods

As stated at the beginning of this section, wrapper methods evaluate subsets of variables to detect the possible interactions between variables being a step ahead of the filter methods.

In wrapper methods, several combinations of variables are used in a predictive model and a score is given to each combination according to the model accuracy.

In wrapper methods, a classifier is iteratively trained with multiple combinations of variables acting as a black box, for which the only output is a ranking of important features.

Boruta package

One of the most known wrapper packages in R is called Boruta. This package is mainly based on the algorithm of random forests.

Although this algorithm will be explained in more...

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