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.

https://cran.r-project.org/web/packages/Boruta/Boruta.pdf

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