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RaphaelS1 committed Jul 4, 2023
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Expand Up @@ -405,7 +405,7 @@ The trained model can now be used to make a prediction on external data.

### Optimizing Multiple Performance Measures {#sec-multicrit-featsel}

You might want to use multiple criteria to evaluate the performance of the feature subsets. With `mlr3fselect`, the result is the collection of all feature subsets which are not Pareto-dominated\index{Pareto optimality} by another subset. Again, we point out the similarity with HPO and refer to multi-objective hyperparameter optimization [see @sec-multi-metrics-tuning and @karl2022].
You might want to use multiple criteria to evaluate the performance of the feature subsets. With `mlr3fselect`, the result is the collection of all feature subsets which are not Pareto-dominated\index{Pareto optimality} by another subset. Again, we point out the similarity with HPO and refer to multi-objective hyperparameter optimization (see @sec-multi-metrics-tuning and @karl2022).

In the following example, we will perform feature selection on the sonar dataset. This time, we will use `r ref("FSelectInstanceMultiCrit")` to select a subset of features that has high sensitivity, i.e. TPR, and high specificity, i.e. TNR. The feature selection process with multiple criteria is similar to that with a single criterion, except that we select two measures to be optimized:

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