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TangledFeatures is a feature selection method that extracts needed variables in highly interrelated spaces. It does not alter the nature of the variables and is hence an alternative to traditional dimensionality reduction techniques.
Features extracted are meant to be input into easily explainable models such as linear/logistic regressions or shallow decision trees. TangledFeatures attempts to provide highly accurate and interpretable models as opposed to current black box solutions.
The TangledFeatures Package is now available on CRAN
You can install the development version of TangledFeatures like so:
Once you have downloaded the package, you can then load it using:
This is a basic example which shows you how to solve a common problem: