Numerical recipes in C: the art of scientific computing
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Consistency Based Feature Selection
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Infosel++: information based feature selection C++ library
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A filter algorithm using F-measure has been used with feature redundancy removal based on the Kolmogorov-Smirnov (KS) test for rough equality of statistical distributions. As a result computationally efficient K-S Correlation-Based Selection algorithm has been developed and tested on three high-dimensional microarray datasets using four types of classifiers. Results are quite encouraging and several improvements are suggested.