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. 2021 Sep 8;23(1):bbab354. doi: 10.1093/bib/bbab354

Table 1.

Overview of the filter methods: Name of the filter method (filter), short description of filter (description), information if filter is multivariate (multivariate), information if filter uses the survival outcome or a transformed target variable (target), information if filter requires categorization of numeric features (features category), and information about R package from which the implementation is taken

Filter Description Multivariate Target Features category Implementation
variance Feature variance No Inline graphic No mlr3filters [60]
correlation Pearson correlation No Inline graphic No mlr3filters [60]
cox.score Score test No Inline graphic No survival [61]
carss Correlation-adjusted regression survival scores No Inline graphic No carSurv [62]
permutation Random forest permutation importance Yes Inline graphic No ranger [63] with default hyper parameter settings
impurity Random forest impurity importance Yes Inline graphic No ranger [63] with default hyper parameter settings
boosting Boosting importance Yes Inline graphic No xgboost [64] with 2 000 boosting iterations, step size 0.05 and maximum tree depth 10
mim Mutual information No Inline graphic Yes praznik [55]
mrmr Mutual information Yes Inline graphic Yes praznik [55]
jmi Mutual information Yes Inline graphic Yes praznik [55]
jmim Mutual information Yes Inline graphic Yes praznik [55]
disr Mutual information Yes Inline graphic Yes praznik [55]
njmim Mutual information Yes Inline graphic Yes praznik [55]
cmim Mutual information Yes Inline graphic Yes praznik [55]