SVM-RFE (Recursive Feature Elimination with Libsvm /Liblinear)
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I was wondering if there is a matlab implementation available for SVM-RFE with Liblinear or Libsvm.
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Ilya
2013-11-8
I do not know of such an implementation. But if you are looking for a feature selection method for linear classification with many features, you might consider regularized discriminant.
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