After checking the code, I find it different between the description in the paper and the code with respect to the stage II selection step.
The paper said that "we only select the top-ranked candidate features to improve the generalization of our algorithm."
But in the code, the function stage2_select() just sort the ofe.candidate_features_list based on the feature importance given by the lgbm, the length of the new_features would be the same as the ofe.candidate_features_list.
Is there anthing I'm missing, or the author did it on purpose and we can set a threshold in the stage II to do the selection?
After checking the code, I find it different between the description in the paper and the code with respect to the stage II selection step.
The paper said that "we only select the top-ranked candidate features to improve the generalization of our algorithm."
But in the code, the function stage2_select() just sort the ofe.candidate_features_list based on the feature importance given by the lgbm, the length of the new_features would be the same as the ofe.candidate_features_list.
Is there anthing I'm missing, or the author did it on purpose and we can set a threshold in the stage II to do the selection?
Thanks.