Select machine learning features in Matlab

3 次查看（过去 30 天）
Ke Dang
Ke Dang 2012-3-29
Hi All, Thank you for your time. I want to ask a question in below:
Given a training set, a test set, a list of features and a result set using all features in the machine learning, I would liek to know:
1. Some way to know how to select the set of features that would produce best result 2. What features contributed most to the classification 3. What features did not contribute to the classification
Is there a function that can do it in Matlab?

请先登录，再回答此问题。

采纳的回答

Ilya
Ilya 2012-3-29
编辑：Ilya 2012-9-20
Here are Statistics Toolbox utilities you should look into:
  1. sequentialfs
  2. relieff
  3. predictorImportance method of ClassificationTree, or its older version, varimportance method of classregtree
  4. Ensembles of decision trees. In particular, TreeBagger has several properties for estimation of predictor importance, especially DeltaCritDecisionSplit and OOBPermutedVarDeltaError
  5. Discriminant analysis with thresholding available in 12a from ClassificationDiscriminant. See DeltaPredictor property.
If you can recast your classification problem as a (generalized) linear regression model, functions lasso and lassoglm would help. Also, LinearModel.stepwise and GeneralizedLinearModel.stepwise, if you have a sufficiently recent version of MATLAB.
As you see, there are plenty of options. Without knowing more about your data, it's hard to say what might work best for you.

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Get Started with Statistics and Machine Learning Toolbox 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by