AdaBoost Regression to Select Predictors

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Daniel Terry 2018-5-1

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https://ww2.mathworks.cn/matlabcentral/answers/398422-adaboost-regression-to-select-predictors

回答： Daniel Terry 2018-5-8

Is it possible to use the LSBooost alogorithm to select a subset of appropriate predictor variables in a similar way to the step-wise regression function. I cannot find any examples of using it to select variables (and ideally showing final coefficients?)? Thanks

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Answer 1

Neil Guertin 2018-5-4

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https://ww2.mathworks.cn/matlabcentral/answers/398422-adaboost-regression-to-select-predictors#answer_318743

The fitrensemble function uses the LSBoost algorithm. Then you can use the removeLearners function to remove members of the ensemble, as described in this example:

https://www.mathworks.com/help/stats/compactregressionensemble.removelearners.html?s_tid=srchtitle#bty1jnv-1

Also, the Regression Learner and Classification Learner apps allow you to use Principle Component Analysis to train on only the most significant predictor variables.