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Categorical features for relief based feature selection

Data Science Asked by imantha on March 19, 2021

I am exploring Feature Selection methods and was wondering if the Relief based feature selection methods can be used for categorical or mixed-type features. From what I understand there is,

  • relief: to be used for a binary target/response variable
  • reliefF: to be used for multiclass target/response variable
  • RreliefF: to be used for continuous target/response variable

But what about the features/explanatory variables? Can they be categorical or mixed type? Hopefully, used through one-hot-encoding?

It seems that relief based measures use a distance measure to compute similarities based on the target/response variable. In which case does it only make sense to use continuous features?

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