[R] PowerShap: A power-full Shapley feature selection method.

Web: https://www.reddit.com/r/MachineLearning/comments/vgmtkj/r_powershap_a_powerfull_shapley_feature_selection/

This method uses statistical hypothesis testing and power calculations on Shapley values, enabling fast and intuitive wrapper-based feature selection. The complete library and methods are fully compatible with Sklearn, LightGBM, CatBoost, and more are coming in further following releases and the library can be found here: [https://github.com/predict-idlab/powershap](https://github.com/predict-idlab/powershap)! The library is open-source and usable out-of-the-box as shown in the video!

The paper is already released on arXiv: [https://arxiv.org/abs/2206.08394](https://arxiv.org/abs/2206.08394). Furthermore, the work will be presented at ECML PKDD 2022.

**How does it …

feature feature selection machinelearning power