Feature importance with many features

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Daniel Strahnen
Daniel Strahnen el 1 de Abr. de 2020
Respondida: yanqi liu el 30 de Dic. de 2021
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 comentario
Ritish Raghav Maram
Ritish Raghav Maram el 18 de Dic. de 2021
Editada: Ritish Raghav Maram el 18 de Dic. de 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.

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Respuestas (2)

Shishir Singhal
Shishir Singhal el 7 de Abr. de 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

yanqi liu
yanqi liu el 30 de Dic. de 2021
yes,sir,it is feature select、dimension reduce,may be use mRMR to select,use pca to reduce

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