Forward Feature selection implementation

General
1

Hi,

I want to use simple forward feature selectionin RStudio, starting with an empty set and then adding one feature at each stage. I was using CAST package, but it is taking forever to complete as it starts with trying combination of 2 features. Can you please guide me which package i can use to implement forward feature selection?

The one i am using already is;

ffs {CAST}

ffs(
  predictors,
  response,
  method = "rf",
  metric = ifelse(is.factor(response), "Accuracy", "RMSE"),
  maximize = ifelse(metric == "RMSE", FALSE, TRUE),
  globalval = FALSE,
  withinSE = FALSE,
  minVar = 2,
  trControl = caret::trainControl(),
  tuneLength = 3,
  tuneGrid = NULL,
  seed = sample(1:1000, 1),
  verbose = TRUE,
  ...
)

https://search.r-project.org/CRAN/refmans/CAST/html/ffs.html

2

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