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Ekeany / Boruta-Shap

A Tree based feature selection tool which combines both the Boruta feature selection algorithm with shapley values.
MIT License
559 stars 86 forks source link

[ENH] Early stopping criterion #98

Open MauritsDescamps opened 2 years ago

MauritsDescamps commented 2 years ago

The algorithm will only stop early if all features have been rejected (self.X.shape[1] == 0). It might be a good idea to also stop when there are no more tentative features, i.e all features that have not been rejected are confirmed important.