Algorithm 1: ITO Algorithm |
input: |
T: t × f matrix - training dataset with t samples and f features; |
V: v × f matrix - validation dataset - with v samples and f features; |
preps={Imputer, Robust, Quantile, Standard, …} - set of preprocessing methods; |
searchRadius={10, 50, 100, 150, 200, 250, …} - set of FSS sizes; |
searchStrategy={JMI, JMIM, mRMR …} - set of FSS methods; |
successEvaluation={10 Fold CV, LOOCV, …} - set of validation methods; |
={DT, AdaBoost, Extra Tree, …} - set of parameter-free classifiers; |
={DNN, SVM, Random Forest, …} - set of parameterized classifiers |
output:
|
BEGIN
|
G ← GenerateOptionsGrid(searchRadius, searchStrategy, successEvaluation, preps); |
Choose ⊂ G using Randomized Grid Search; |
← (T, V, , ) //Algorithm 2; |
Choose ⊂ G using Randomized Grid Search; |
← (T, V, , ) //Algorithm 3; |
return
; |
END
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