feature selection for regression

2021 11 6
5 个回答
回答已采纳
更新时间：2021 12 2
8 次查看（30 天）

0 个投票

Hello everyone
To do my PhD thesis, I desperately need MATLAB code to select the effective features in the regression problem (time series forecasting) that takes into account the relationship between the features and works as well as possible. Thanks for helping me.

请先登录，再回答此问题。

 采纳的回答

0 个投票

2 个评论
显示 无 隐藏 无

sahar rezaei
sahar rezaei 2021-11-7
Hello Sulaymon
Thank you very much for your answer, but in my research I have compared several time series prediction methods that the accuracy of these methods strongly depends on the type of feature selection method. Accordingly, I need more precise methods to select effective features that not only consider the relationship between the relevant feature and the target, but also the relationship between the features. I ask all my friends if anyone has access to an accurate feature selection method to share it with me.
Thank you very much for guiding me in this direction.
Most Welcome! Good luck with your studies.

请先登录，再进行评论。

更多回答（4 个）

Image Analyst
Image Analyst 2021-11-8

0 个投票

I don't know what you tried already but have you tried the Regression Learner app on the apps tab? If you don't know how, I can show you if you upload your data - both the measurements/predictors, and the ground truth/true answer you're trying to predict with some model. I can try out many models and find the one with the least errors.

2 个评论
显示 无 隐藏 无

sahar rezaei
sahar rezaei 2021-11-8
Thank you very much for your help. I will definitely try your suggested method. I have used a combination of the Non-dominated Sorting Genetic Algorithm II (NSGA- ӀӀ) and the MLP Neural network, but this method works very slowly. I think a combination of optimization algorithms and a filter methods like mutual-information method or a combination of filter and wrapper methods can work well. Does anyone have access to a matlab code that can be used for regression?
Image Analyst
Image Analyst 2021-11-8
Yes, almost all of us have regression code of some sort or another.
So. . . did the Regression Learner work for you?

请先登录，再进行评论。

sahar rezaei
sahar rezaei 2021-11-14

0 个投票

Hello
I apologize for the delay in responding. I have not tried the Regression Learner App yet but I have used methods such as correlation analysis, mutual-information and PCA. Filter methods are not very suitable for my work because these methods in the feature selection process only consider the relationship between the desired feature and the target and ignore the relationship between the selected features.I think that a combination of optimization algorithms with filter and wrapper methods or a combination of filter and wrapper methods bring more accuracy to the feature selection process. These methods have been mentioned in some authoritative articles. Thanks for guiding me on this.
Sincerely

2 个评论
显示 无 隐藏 无

Image Analyst
Image Analyst 2021-11-14
So, try it. If you don't know how, attach your data and I'll do it.

请先登录，再进行评论。

David Willingham
David Willingham 2021-11-15

0 个投票

Hi, if you're looking to perform feature engineering with machine learning models, have you tried automl? If not, check out this page for more information:
https://www.mathworks.com/discovery/automl.html

1 个评论
显示 -1更早的评论 隐藏 -1更早的评论

sahar rezaei
sahar rezaei 2021-11-18
Hi,
Thank you very much
The following page provides a feature selection method for classification problems. Can anyone guide me on how I can use this method for regression problems?
https://www.mathworks.com/matlabcentral/fileexchange/14608-mrmr-feature-selection-using-mutual-information-computation?s_tid=srchtitle

请先登录，再进行评论。

sahar rezaei
sahar rezaei 2021-12-2

0 个投票

Hello everyone
I got the answer to this question. The proposed method can be used for both classification and regression problems.

类别

在 帮助中心 和 File Exchange 中查找有关 Linear Predictive Coding 的更多信息

产品

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by