| 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
|