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How is 'score' calculated in fscmrmr?

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I am trying to use fscmrmr for my dataset. I understand from the help page on how rank is calculated for each feature. However, it is mentioned that score is calculated using a heuristic algorithm. Could you please share how score is calculated? Thanks.

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Shashank Gupta
Shashank Gupta 2020 年 10 月 23 日
Hi Cordelia,
The scores here represents the scores of individual features in respect to previously selected feature (also mentioned in standard MRMR Procedure). In simple words, the scores can be defined as the Mutual Information(MI) between target and the considered feature minus the average MI of previously selected feature and the considered feature.
If you are looking for more details, you can try looking at the source code of this function and understand the workflow. Neverthless I hope my insight helped you in some way.

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Cordelia Ezhilarasu
Cordelia Ezhilarasu 2020 年 10 月 23 日
Hi Shashank,
Thanks for the explanation. It clarifies my doubt on the score algorithm.
Kind regards


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