Hi Muhd,
I understand that you want to perform backard feature selection in MATLAB.
To perform the backward feature selection, you can make use of “sequentialfs” function.
Documentation: Sequential feature selection using custom criterion - MATLAB sequentialfs (mathworks.com)
You can go through the below example from the documentation.
rng("default") % For reproducibility
opts = statset("Display","iter");
tf = sequentialfs(@myfun,ingredients,heat, ...
"Direction","backward","Options",opts);
Helper function:
function criterion = myfun(XTrain,yTrain,XTest,yTest)
mdl = fitrlinear(XTrain,yTrain);
predictedYTest = predict(mdl,XTest);
e = yTest - predictedYTest;
criterion = e'*e;
end
Hope it Helps!!
