Dear all,
I've created a pull request with new functions to perform feature selection
using IG and GR: https://github.com/scikit-learn/scikit-learn/pull/6534
These are two popular feature selection methods, it would be great if
scikit-learn implemented those.
The implementation closely follows the example of chi-square that is
already available in scikit-learn, and uses the same set of input
parameters and return values, so the new functions can be used in exactly
the same way.
I'd appreciate if core contributors could have a look and advice if
anything else is required to merge the branch.
Thanks,
Viktor
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