scripts/builtin/selectByVarThresh.dml

#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
# or more contributor license agreements.  See the NOTICE file
# distributed with this work for additional information
# regarding copyright ownership.  The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
# "License"); you may not use this file except in compliance
# with the License.  You may obtain a copy of the License at
#
#   http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing,
# software distributed under the License is distributed on an
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
# KIND, either express or implied.  See the License for the
# specific language governing permissions and limitations
# under the License.
#
#-------------------------------------------------------------

# This function drops feature with <= thresh variance (by default drop constants).
#
# INPUT:
# ------------------------------------------------------------------------------------------
# X           Matrix of feature vectors.
# thresh      The threshold for to drop
# ------------------------------------------------------------------------------------------
#
# OUTPUT:
# -------------------------------------------------------------------------------------
# Xp     Matrix of feature vectors with <= thresh variance.
# -------------------------------------------------------------------------------------

m_selectByVarThresh = function(Matrix[Double] X, Double thresh = 0)
  return (Matrix[Double] Xp, Matrix[Double] I)
{
  # drop feature with <= thresh variance, by default drop constants
  I = (colVars(X) > thresh);
  Xp = removeEmpty(target=X, margin="cols", select=I);
}