fastcan 0.2.4

A fast canonical-correlation-based feature selection method

Installation

Install FastCan via PyPi:

• Run pip install fastcan

Or via conda-forge:

• Run conda install -c conda-forge fastcan

Examples

>>> 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 ]]
>>> y = [0, 1, 0, 1]
>>> selector = FastCan(n_features_to_select=2, verbose=0).fit(X, y)
>>> selector.get_support()
array([ True,  True, False])

Citation

FastCan is a Python implementation of the following papers.

If you use the h-correlation algorithm 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 algorithm 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},
   }