Build fsdea problem
For the given input and output build the feature selection problem and return it.
solve_fsdea( input, output, orientation = c("input", "output"), ninputs = ncol(input), noutputs = ncol(output), nvariables = ncol(input) + ncol(output), solver = "auto", lp )
input
: A matrix or a data frame containing the inputs of the units to be evaluated, with one row for each DMU and one column for each input.output
: A matrix or a data frame containing the outputs of the units to be evaluated, with one row for each DMU and one column for each output.orientation
: Use "input" for input orientation or "output" for output orientation in DEA model. The default is "input".ninputs
: a number which is the number input features, variables, to be selected. Its default value is the number of input variables.noutputs
: a number which is the number output features, variables, to be selected. Its default value is the number of output variables.nvariables
: a number of total features, variables, to be selected. Only if both ninputs and noutputs are omitted. In other case it is ignored.solver
: Any of the available solver that will be used by ROI to solve the optimization problem. Use ROI_installed_solvers()
to list them.list(status, obj, solver, iselected, oselected, ux, vy)
This function implement the feature selection method in the article Benitez-Pena, S., Bogetoft, P. and Romero Morales, D. Feature Selection in Data Envelopment Analysis: A Mathematical Optimization approach Omega, Elsevier BV, 2020, Vol. 96, pp. 102068
Note: As this function is mainly for internal use, to avoid unnecessary overload, it does not do an extensive check of the input parameters. Use the higher level fsdea function instead.