The software EFS (Ensemble Feature Selection) makes use of multiple feature selection methods and combines their normalized outputs to a quantitative ensemble importance. Currently, eight different feature selection methods have been integrated in EFS, which can be used separately or combined in an ensemble.
https://biodatamining.biomedcentral.com/articles/10.1186/s13040-017-0142-8
Comments
A review of ensembles for feature selection is described.
Current state-of-the-art is provided.
Types of ensembles, combination methods and evaluation measures are described.
Some challenges and future trends are provided.
all at https://www.sciencedirect.com/science/article/pii/S1566253518303440