Boruta Algorithm

[FCN_93]

Hi guys.
There is some form to generate feature selection with the Boruta algorithm in SAS 9.4 or Viya. or is there a similar procedure in SAS?
Thanks

[sbxkoenk]

Hello,

Boruta (R Package) is a wrapper method of the Feature selection built around the Random Forest Classifier algorithm.

It works with "shuffled" features , known as Shadow Features.

The Data Science Pilot Action Set in
SAS Visual Data Mining and Machine Learning
has a generateShadowFeatures action to generate two shadow features per variable.
But I have no clue how these are exactly built.
https://go.documentation.sas.com/doc/en/pgmsascdc/v_033/casactml/casactml_datasciencepilot_examples4...

Koen