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Add MRMR method #419

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Ama16 opened this issue Dec 28, 2021 · 0 comments · Fixed by #439
Closed
1 task done

Add MRMR method #419

Ama16 opened this issue Dec 28, 2021 · 0 comments · Fixed by #439
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@alex-hse-repository
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enhancement New feature or request
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etna 1.6.0

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@Ama16
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Ama16 commented Dec 28, 2021 •
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🚀 Feature Request

Add new feature selection method in library

Motivation

This method has shown itself well in experiments.

Proposal

Transfer mrmr2 method and all tests from etna_utils.
Should be called mrmr (not mrmr2).
There must be a function mrmr in analysis/feature_selection and MRMRFeatureSelectionTransform.

Test cases

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Alternatives

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Additional context

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Checklist

  • I discussed this issue with ETNA Team
@Ama16 Ama16 added the enhancement New feature or request label Dec 28, 2021
@alex-hse-repository alex-hse-repository self-assigned this Jan 10, 2022
@alex-hse-repository alex-hse-repository mentioned this issue Jan 10, 2022
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@martins0n martins0n added this to the etna 1.6.0 milestone Jan 26, 2022
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@alex-hse-repository alex-hse-repository

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enhancement New feature or request
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Milestone
etna 1.6.0
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Add MRMR tinkoff-ai/etna
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@martins0n @Ama16 @alex-hse-repository