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Update CFS.py #74

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Update CFS.py #74

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11 changes: 8 additions & 3 deletions skfeature/function/statistical_based/CFS.py
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Original file line number Diff line number Diff line change
Expand Up @@ -27,11 +27,15 @@ def merit_calculation(X, y):
rcf = 0
for i in range(n_features):
fi = X[:, i]
rcf += su_calculation(fi, y)
if F[i] not in R:
R[F[i]] = su_calculation(fi, y)
rcf += R[F[i]]
for j in range(n_features):
if j > i:
fj = X[:, j]
rff += su_calculation(fi, fj)
if (F[i], F[j]) not in R:
R[(F[i], F[j])] = su_calculation(fi, fj)
rff += R[(F[i], F[j])]
rff *= 2
merits = rcf / np.sqrt(n_features + rff)
return merits
Expand Down Expand Up @@ -62,14 +66,15 @@ def cfs(X, y):
F = []
# M stores the merit values
M = []
R = {} # Save the calculated relevant values with dict R
while True:
merit = -100000000000
idx = -1
for i in range(n_features):
if i not in F:
F.append(i)
# calculate the merit of current selected features
t = merit_calculation(X[:, F], y)
t = merit_calculation(X[:, F], y, F, R)
if t > merit:
merit = t
idx = i
Expand Down