# FeatBoost-X
Python implementation of FeatBoost-X. See the [paper]() for details.
## Usage
```shell
pip install featboostx
```
### Example
```python
from featboostx import FeatBoostClassifier
clf = FeatBoostClassifier()
clf.fit(X, y)
print(clf.selected_subset_)
```
For a more detailed example, see the [classification example](examples/example_classification.py) or the
[regression example](examples/example_regression.py).
## Feature selection methods
FeatBoost-X is available classification, regression, and survival problems.
- Classification supports the objectives accuracy (`acc`) and the F1-score (`f1`) through the `FeatBoostClassifier`-class. These can be optimized through the `softmax` or `adaboost` objective.
This implementation originates from the Python implementation of the [original paper](https://github.com/amjams/FeatBoost).
- Regression supports the `mae` objective through the `FeatBoostRegressor`-class and can be optimized through `adaptive` boosting.
- Survival supports the `c_index` objective through the `FeatBoostRegressor`-class and can be optimized through `adaptive` boosting.
# Illustration of FeatBoost-X
![Figure 1](images/Figure_1.png)
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