A feature selection algorithm based on random forest. This tag relates to both the algorithm as well as the R package.
The algorithm is designed as a wrapper around a Random Forest classifcation algorithm. It iteratively removes the features which are proved by a statistical test to be less relevant than random probes. The Boruta algorithm can also be applied to regressions. The Boruta package provides a convenient interface to the algorithm.
For information about the Boruta R package click here.