boruta_filter function

Boruta filter

Filter using Boruta algorithm.

boruta_filter(
  y,
  x,
  select = c("Confirmed", "Tentative"),
  type = c("index", "names", "full"),
  ...
)

Arguments

• y: Response vector
• x: Matrix of predictors
• select: Which type of features to retain. Options include "Confirmed" and/or "Tentative".
• type: Type of vector returned. Default "index" returns indices, "names" returns predictor names, "full" returns a named vector of variable importance.
• ...: Other arguments passed to Boruta::Boruta()

Returns

Integer vector of indices of filtered parameters (type = "index") or character vector of names (type = "names") of filtered parameters. If type is "full" full output from Boruta is returned.

Details

Boruta works differently from other filters in that it does not rank variables by variable importance, but tries to determine relevant features and divides features into Rejected, Tentative or Confirmed.