Ability to Select Least Important Features

[jdholtz]

Thanks for making this great package! I have a small feature request which is to be able to select the least important features instead of the most important features using MRMR. I may be misunderstanding MRMR and it may not be able to be used for this. Would it be as simple as changing argmax to argmin on line 134 of main.py to get the least important features?

[smazzanti]

Yes, that's correct, by using argmin instead of argmax, you will select the feature that is minimally relevant and maximally redundant.
Thanks for your message!