fastcan: A fast canonical-correlation-based search algorithm
fastcan is a search algorithm that supports:
Feature selection
Supervised
Unsupervised
Multioutput
Term selection for time series regressors (e.g., NARX models)
Data pruning (i.e., sample selection)
Key advantages:
Extremely fast – Designed for high performance, even with large datasets
Redundancy-aware – Effectively handles feature or sample redundancy to select the most informative subset
Multioutput – Natively supports matrix-valued targets for multioutput tasks
Check Home Page for more information.
Installation
Install fastcan via PyPi:
Run pip install fastcan
Or via conda-forge:
Run conda install -c conda-forge fastcan
Getting Started
>>> from fastcan import FastCan >>> X = [[ 0.87, -1.34, 0.31 ], ... [-2.79, -0.02, -0.85 ], ... [-1.34, -0.48, -2.55 ], ... [ 1.92, 1.48, 0.65 ]] >>> # Multioutput feature selection >>> y = [[0, 0], [1, 1], [0, 0], [1, 0]] >>> selector = FastCan( ... n_features_to_select=2, verbose=0 ... ).fit(X, y) >>> selector.get_support() array([ True, True, False]) >>> # Sorted indices >>> selector.get_support(indices=True) array([0, 1]) >>> # Indices in selection order >>> selector.indices_ array([1, 0], dtype=int32) >>> # Scores for selected features in selection order >>> selector.scores_ array([0.91162413, 0.71089547]) >>> # Here Feature 2 must be included >>> selector = FastCan( ... n_features_to_select=2, indices_include=[2], verbose=0 ... ).fit(X, y) >>> # The feature which is useful when working with Feature 2 >>> selector.indices_ array([2, 0], dtype=int32) >>> selector.scores_ array([0.34617598, 0.95815008])
NARX Time Series Modelling
fastcan can be used for system identification. In particular, we provide a submodule fastcan.narx to build Nonlinear AutoRegressive eXogenous (NARX) models. For more information, check this NARX model example.
Support WASM Wheels
fastcan is compiled to WebAssembly (WASM) wheels using pyodide. You can try it in a REPL directly in a browser. The WASM wheels of fastcan can be installed by
>>> import micropip # doctest: +SKIP
>>> await micropip.install('fastcan') # doctest: +SKIP
📝 Note: The nightly wasm wheel of fastcan’s dependency (i.e. scikit-learn) can be found in Scientific Python Nightly Wheels.
Citation
fastcan is a Python implementation of the following papers.
If you use the h-correlation method in your work please cite the following reference:
@article{ZHANG2022108419,
title = {Orthogonal least squares based fast feature selection for linear classification},
journal = {Pattern Recognition},
volume = {123},
pages = {108419},
year = {2022},
issn = {0031-3203},
doi = {https://doi.org/10.1016/j.patcog.2021.108419},
url = {https://www.sciencedirect.com/science/article/pii/S0031320321005951},
author = {Sikai Zhang and Zi-Qiang Lang},
keywords = {Feature selection, Orthogonal least squares, Canonical correlation analysis, Linear discriminant analysis, Multi-label, Multivariate time series, Feature interaction},
}If you use the eta-cosine method in your work please cite the following reference:
@article{ZHANG2025111895,
title = {Canonical-correlation-based fast feature selection for structural health monitoring},
journal = {Mechanical Systems and Signal Processing},
volume = {223},
pages = {111895},
year = {2025},
issn = {0888-3270},
doi = {https://doi.org/10.1016/j.ymssp.2024.111895},
url = {https://www.sciencedirect.com/science/article/pii/S0888327024007933},
author = {Sikai Zhang and Tingna Wang and Keith Worden and Limin Sun and Elizabeth J. Cross},
keywords = {Multivariate feature selection, Filter method, Canonical correlation analysis, Feature interaction, Feature redundancy, Structural health monitoring},
}If you just want to cite the fastcan software, please use the following reference:
@article{WANG2026102598,
title = {fastcan: A fast canonical-correlation-based searching algorithm},
journal = {SoftwareX},
volume = {34},
pages = {102598},
year = {2026},
issn = {2352-7110},
doi = {https://doi.org/10.1016/j.softx.2026.102598},
url = {https://www.sciencedirect.com/science/article/pii/S2352711026000919},
author = {Tingna Wang and Sikai Zhang and Lin Chen and Limin Sun},
keywords = {Machine learning, Scikit-learn, Feature selection, Data pruning, Time series, System identification, NARX},
}1 maintainer
Metadata
1 maintainer
Release files for fastcan 0.6.0
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Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| fastcan-0.6.0.tar.gz | 544.1 kB | Details |
Built distributions (wheels)
Total release size: 11.2 MB
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