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# Selective: Feature Selection Library
**Selective** is a white-box feature selection library that supports supervised and unsupervised selection methods for classification and regression tasks.

Selective also provides optimized item selection based on diversity of text embeddings (via [TextWiser](https://github.com/fidelity/textwiser)) and
the coverage of binary labels by solving a multi-objective optimization problem ([CPAIOR'21](https://link.springer.com/chapter/10.1007/978-3-030-78230-6_27), [DSO@IJCAI'22](https://arxiv.org/abs/2112.03105)). The approach showed to speed-up online experimentation significantly and boost recommender systems [NVIDIA GTC'22](https://www.youtube.com/watch?v=_v-B2nRy79w).

The library provides:

* Simple to complex selection methods: Variance, Correlation, Statistical, Linear, Tree-based, or Customized.
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* Benchmarking multiple selectors using cross-validation with built-in parallelization.
* Inspection of the results and feature importance.

Selective also provides optimized item selection based on diversity of text embeddings via [TextWiser](https://github.com/fidelity/textwiser) and
coverage of binary labels via multi-objective optimization ([AMAI'24](https://trebuchet.public.springernature.app/get_content/2c9eb6df-5c2b-42bc-89d6-4e3eb8bc8799?utm_source=rct_congratemailt&utm_medium=email&utm_campaign=nonoa_20240405&utm_content=10.1007/s10472-024-09941-x), [CPAIOR'21](https://link.springer.com/chapter/10.1007/978-3-030-78230-6_27), [DSO@IJCAI'22](https://arxiv.org/abs/2112.03105)). This approach speeds-up online experimentation and boosts recommender systems significantly as presented at [NVIDIA GTC'22](https://www.youtube.com/watch?v=_v-B2nRy79w).

Selective is developed by the Artificial Intelligence Center of Excellence at Fidelity Investments.

## Quick Start
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python -m unittest discover tests
```

## Citation

If you use Jurity in a publication, please cite it as:

```bibtex
@article{DBLP:journals/amai/HaDVH98,
author = {Kad\i{}o\u{g}lu, Serdar and Kleynhans, Bernard and Wang, Xin},
title = {Integrating optimized item selection with active learning for continuous exploration in recommender systems},
journal = {Ann. Math. Artif. Intell.},
year = {2024},
url = {https://doi.org/10.1007/s10472-024-09941-x},
doi = {10.1007/s10472-024-09941-x},
}
}
```

## Support

Please submit bug reports and feature requests as [Issues](https://github.com/fidelity/selective/issues).
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