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Feature importance with many features

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Daniel Strahnen
Daniel Strahnen 2020-4-1
回答： yanqi liu 2021-12-30
Dear MatLab-Community,
I have a question regarding feature importance.
My input matrix has the the following form: 3000 observations and 240 predictors/features which are classified into 2 groups (0/1).
Now I want to rank the predictors by their contribution to the overall accuracy which is 84% according to the SVM algorithm.
What is the best way to do this and how do I make it statistically sound?
Best regards
Daniel
  1 个评论
Ritish Raghav Maram
Ritish Raghav Maram 2021-12-18
编辑：Ritish Raghav Maram 2021-12-18
I feel MATLAB had failed to address this concern in many similar queries like this. Scikit learn offers a lot more felxibility in "feature importance" for classification models.

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回答（2 个）

Shishir Singhal
Shishir Singhal 2020-4-7
Please refer to this link, it nicely explained the techniques to figure out the feature importance in classification model like SVM: https://www.mathworks.com/matlabcentral/answers/406577-how-can-i-determine-feature-importance-of-an-svm-classifier
yanqi liu
yanqi liu 2021-12-30
yes，sir，it is feature select、dimension reduce，may be use mRMR to select，use pca to reduce

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