This repository implements a causal feature selection algorithm based on transfer entropy. The algorithm is described in: Bonetti, P., Metelli, A. M., & Restelli, M. (2023, October 17). Causal Feature Selection via Transfer Entropy. (https://arxiv.org/abs/2310.11059).
The package can be installed using pip:
pip install tefs
Refer to the documentation for usage examples.
If you use this package in your research, please cite the following paper:
@misc{bonetti2023causal,
title = {Causal {{Feature Selection}} via {{Transfer Entropy}}},
author = {Bonetti, Paolo and Metelli, Alberto Maria and Restelli, Marcello},
year = 2023,
eprint = {2310.11059},
archiveprefix = {arXiv},
primaryclass = {cs.LG}
}
- Paolo Bonetti (@PaoloBonettiPolimi)
- Teo Bucci (@teobucci)