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Questions tagged [rfe]

Recursive Feature Elimination. This algorithm implements backwards selection of predictors based on predictor importance ranking. The predictors are ranked and the less important ones are sequentially eliminated prior to modelling. The goal is to find a subset of predictors that can be used to produce an accurate model.

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What does the high VIF for the constant term (intercept) indicate?

I am building a Linear regression model on a car dataset using RFE technique and statsmodels library. My final model has p-value well within 5% and has high F-statistics. VIF values for the predictor variables are well below 5 but for the constant…
Saily_Shah
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RFECV machine learning feature selection taking far too long Python

I am relatively new to SKLearn and have a question about Feature Selection. I am trying to build an SVM model, with my data having around 30 features all of about 10k data points, and I'm currently trying to eliminate as many useless features as I…
top bantz
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RFECV in sklearn, scores from grid_scores_

I am using sklearn.feature_selection.RFECV: ref = RFECV(lr, step=1, cv =5, scoring="r2") ref.fit(X_ndarr, y_ndarr) print(ref.grid_scores_) I get: [ 0.9316829 0.93472609 0.79440118 -2.37744438 -1.20559428 -1.35899883 -0.90087801 -1.02047363…
towi_parallelism
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Selecting Subset of Features that Gives Best Adjusted R-squared Value by Applying RFE

I have two goals. I want to: Loop through values 1-10 for features and then compare the Adjusted R-Squared values. I know how to do it for just 1 fixed feature as displayed in my code below. I've tried to loop in selector = RFE(regr,…
ron wagner
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Why recursive feature elimination procedure does not get rid of useless predictors?

I am trying to select the best predictors of a variable y x1 and x3 are predictors of y, x2 is correlated to x1 and x4 is a dummy…
MassCorr
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Feature selection with caret rfe and training with another method

Right now, I'm trying to use Caret rfe function to perform the feature selection, because I'm in a situation with p>>n and most regression techniques that don't involve some sort of regularisation can't be used well. I already used a few techniques…
kam
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SVM classification training RFE with caret fails

I'm trying to perform a classification of some raster data with the caret package. With RandomForest everything works fine, I just want to try the SVM classifier, but I get an error. Data is aggregated from different rasters (1x1 km, 50cm resolution…
Le Förster
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Iterative RFE scores sklearn

I'm using RFE with ExtraTreeRegressor as estimator in order to make SupervisedFeatureSelection in a regression problem. I get the ranking and the support from the model with the common code below: rfe_vola = RFE(estimator=ExtraTreesRegressor(),…
LNRD.CLL
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Change default arguments of ROC computation (pROC) in the RFE process (caret) - R

I am computing a SVM-RFE model using "ROC" as the metric, with the rfe function (caret package). To my knowledge, the rfe algorithm optimizes the AUC values using the roc function of the pROC package, with its predefined arguments. However, I would…
Rafa OR
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How to get the coefficients from RFE using sklearn?

I am using Recursive Feature Estimation (RFE) for feature selection. This works by iteratively taking an estimator such as an SVM classifier, fitting it to the data, and removing the features with the lowest weights (coefficients). I am able to fit…
user3140106
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R rfe function "caret" Package error: there should be the same number of samples in x and y

As I'm trying the rfe example from the "caret" package taken from here, I kept on receiving this error Error in rfe.default(d[1:2901, ], c(1, 1, 1, 1, 1, 1, 2, 2, 2, 3, 3, 3, : there should be the same number of samples in x and y This…
Nal
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How to submit a Oracle Java Change Request?

I'd like to submit a Java8 LocalDate API change request (RFE) to Oracle. Unfortunately, the one and only form I could find (http://bugreport.java.com/bugreport/) does not provide the fields (Category, Sub-Category, ) I would need to specify me…
jbspeakr
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scikit-learn: Issues on RFECV example

I'm having a difficulty in understanding the given RFECV example in current documentation. In the plot it's been written as "nb of misclassifications", so i expect it to be "lower the better". But in the example plot the best has been chosen as the…
jatha
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How to get the support_ values from RFE pipeline?

I created a Pipeline with RFE and RandomForestClassifer in it and then applied RandomizedSearchCV to find the best hyperparameter values for both. This is what my code looks like - from sklearn.esemble_learning import RandomForestClassifier from…
Zero
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How to perform Recursive Feature Elimination (RFE) with LSTM as estimator in python?

I am trying to identify the important features in a data frame containing stock data. I plan on using LSTM to predict closing prices later on. I currently have the following: df_stockData = pdr.DataReader(ticker, data_source='yahoo',…
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