Feature importance with many features
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Dear MatLab-Community,
I have a question regarding feature importance.
My input matrix has the the following form: 3000 observations and 240 predictors/features which are classified into 2 groups (0/1).
Now I want to rank the predictors by their contribution to the overall accuracy which is 84% according to the SVM algorithm.
What is the best way to do this and how do I make it statistically sound?
Best regards
Daniel
1 commentaire
Ritish Raghav Maram
le 18 Déc 2021
Modifié(e) : Ritish Raghav Maram
le 18 Déc 2021
I feel MATLAB had failed to address this concern in many similar queries like this. Scikit learn offers a lot more felxibility in "feature importance" for classification models.
Réponses (2)
Shishir Singhal
le 7 Avr 2020
Please refer to this link, it nicely explained the techniques to figure out the feature importance in classification model like SVM: https://www.mathworks.com/matlabcentral/answers/406577-how-can-i-determine-feature-importance-of-an-svm-classifier
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yanqi liu
le 30 Déc 2021
yes,sir,it is feature select、dimension reduce,may be use mRMR to select,use pca to reduce
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