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Categorical feature selection based on information theoretical considerations

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Implementation of the fast correlation-based filter (FCBF) proposed by Yu and Liu:

@inproceedings{inproceedings, author = {Yu, Lei and Liu, Huan}, year = {2003}, month = {01}, pages = {856-863}, title = {Feature Selection for High-Dimensional Data: A Fast Correlation-Based Filter Solution}, volume = {2}, journal = {Proceedings, Twentieth International Conference on Machine Learning} }

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