A scikit-learn-compatible Python implementation of Multifactor Dimensionality Reduction (MDR) for feature construction. This project is still under active development and we encourage you to check back on this repository regularly for updates. MDR is an effective feature construction algorithm that is capable of modeling higher-order interactions and capturing complex patterns in data sets. MDR currently only works with categorical features and supports both binary classification and regression problems. We are working on expanding the algorithm to cover more problem types and provide more convenience features.
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