rmcgibbo/mixtape — pull request #133 by kyleabeauchamp (2014-05-09 17:36:25+00:00)
Title: [WIP] Feature Selection API

So the key ideas here are:

1. Subset featurizers--featurizers that have an active set and a list of candiates for the active set
2. Variational TICA feature selection

Right now, the feature selection occurs by random swaps of single features. The advantage of that is avoids recalculating the entire feature set in the inner loop. There are lots of ways this can be improved upon, which we can talk about.