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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 classification 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.

Kursa, Miron B., Jankowski, Aleksander, and Rudnicki, Witold R. "Boruta – A System for Feature Selection." 1 Jan. 2010 : 271 – 285.

For information about the Boruta R package click here.