RReliefF is a a feature selection tool for regression problems that helps in determining the predictive performance of the different features in a data set.

In addition to RReliefF, implementations of Relief and ReliefF - feature selection algorithms for classification problems, are also available in relieff.py

Although the function is python based, the function interface is designed to mimic the Matlab implementation.

This code follows the algorithm for the Relief based algorithms as described in "An adaptation of Relief for attribute estimation in regression" by M. Robnik-Sikonja and I. Kononenko

Equation References used in the comments of the main file are based on the aforementioned article

To work with RReliefF specifically, use W = RReliefF(X, y, opt)

opt can be replaced with the following optional arguments:

• updates - This can be 'all' (default) or a positive integer depending
• k - The number of neighbours to look at. Default is 10.
• sigma - Distance scaling factor. Default is 50.
• weight_track - Returns a matrix which tracks the weight changes at each iteration. False by default

Examples involving implementations for the 3 primary Relief based algorithms are included in examples.py. The variable regressionProblem can be set to True for trying out RReliefF and False for Relief and ReliefF. The examples included deliberately include a feature with random values to demonstrate how the Relief based algorithms can weed out irrelevant features in both, regression and classification problems.

RReliefF was also used in the following publication I co-authored (and serves as a good example of the algorithm's efficacy):

A Comparative Study of Wavelet-based Descriptors for Fault Diagnosis of Self-Humidified Proton Exchange Membrane Fuel Cells