How can I restrict the number of features for testing set in SVM classification with linear kernel?
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I have trained a dataset with linear SVM with 300 features. However, I want to restrict the number of features to 150. How can I find which features are most critical to classification?
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Aditya Patil
2021-2-17
Generally, you can't determine feature importance in SVM, unless a linear kernel is used. Refer following answer for more information. It's recommended to use feature extraction or dimensionality reduction techniques instead of SVM. https://se.mathworks.com/matlabcentral/answers/406577-how-can-i-determine-feature-importance-of-an-svm-classifier
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