Using Akaike information criterion (AIC) and Bayesian information criterion (BIC) for filtering PCA factors in mlr3?

138 Views Asked by At

I would like to use a PCA with subsequent feature selection/filtering in mlr3.

I could not yet find AIC and BIC for this "filtering" in the package/framework.

Is this because they do not fit conceptually, e.g. are all methods in mlr3filters conceptually different from these information criteria, e.g. as they select models and not features? But then they should be available under mlr_measures?

Or are they available via extension packages?

0

There are 0 best solutions below