praznik - Tools for Information-Based Feature Selection and Scoring
A toolbox of fast, native and parallel implementations of
various information-based importance criteria estimators and
feature selection filters based on them, inspired by the
overview by Brown, Pocock, Zhao and Lujan (2012)
<https://www.jmlr.org/papers/v13/brown12a.html>. Contains,
among other, minimum redundancy maximal relevancy ('mRMR')
method by Peng, Long and Ding (2005)
<doi:10.1109/TPAMI.2005.159>; joint mutual information ('JMI')
method by Yang and Moody (1999)
<https://papers.nips.cc/paper/1779-data-visualization-and-feature-selection-new-algorithms-for-nongaussian-data>;
double input symmetrical relevance ('DISR') method by Meyer and
Bontempi (2006) <doi:10.1007/11732242_9> as well as joint
mutual information maximisation ('JMIM') method by Bennasar,
Hicks and Setchi (2015) <doi:10.1016/j.eswa.2015.07.007>.
