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Modify the forward selection process of greedy algorithm #12

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对备选特征做前向选择,即依次挑选特征加入训练集,如果得分高于当前最高分,则迭代最高分和特征集合,然后在迭代后的特征集合上继续执行前向选择。

但是您的贪心前向选择过程中,每次使用的是基本特征(selectcol = self._Startcol[:]),如果第一次选择的特征所获得的增益最大的话,那么后续特征将无法加入到当前的特征集合中,前向选择将失效。

对备选特征做前向选择,即依次挑选特征加入训练集,如果得分高于当前最高分,则迭代最高分和特征集合,然后在迭代后的特征集合上继续执行前向选择。
随机选择过程对可能出现的特征组合进行去重
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