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Feature importance with many features

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Daniel Strahnen
Daniel Strahnen on 1 Apr 2020
Answered: Shishir Singhal on 7 Apr 2020
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

Answers (1)

Shishir Singhal
Shishir Singhal on 7 Apr 2020
Please refer to this link, it nicely explained the techniques to figure out the feature importance in classification model like SVM:

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