Kolmogorov-Smirnov GOF Filter

Uses the KS test D-statistic as feature importance score. Captures differences in distribution shape, location, and zero-frequency between two classes without assuming a parametric distribution.

Details

The KS test compares Empirical Cumulative Distribution Functions (ECDF). If one class has 80 a massive difference captured by the D statistic (bounded [0, 1]).

Higher D values indicate better class separation.

Dictionary

This Filter can be instantiated via the dictionary `mlr_filters` or with the associated sugar function `flt()`: “` flt("gof_ks") mlr_filters$get("gof_ks") “`

References

Kolmogorov, A. N. (1933). Sulla determinazione empirica di una legge di distribuzione.

Super class

mlr3filters::Filter -> FilterGOF_KS

Methods

Public methods

• FilterGOF_KS$new()

• FilterGOF_KS$clone()

Inherited methods

• mlr3filters::Filter$calculate()
• mlr3filters::Filter$format()
• mlr3filters::Filter$help()
• mlr3filters::Filter$print()

---

Method new()

Creates a new instance of this Filter.

Usage

FilterGOF_KS$new()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

FilterGOF_KS$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.