0
votes
0answers
8 views

Caret: customizing feature selection using matrix-wise operations [migrated]

Short question: is it possible to use matrix-wise operations in caretSBF$score function? Motivation: When working with big matrices in R, operations that work natively matrix-wise [e.g. rowMeans(X) ...
0
votes
1answer
29 views

mtry tuning given by caret higher than the number of predictors

According to this discussion, it seems that the train function of the caret package returns a ...
0
votes
1answer
30 views

Feature Importance in each fold and repeat after repeated cross validation in caret

this is my first post on Cross Validated so I apologize in advance if I'm not yet familiar with any conventions regarding forum posts. Currently, I'm working on a feature selection task using elastic ...
0
votes
1answer
41 views

Caret: customizing feature selection, nested inside cross validation

Using caret, I want to train a SVM classifier and estimate its performance using repeated cross validation. My dataset has a very large number of predictors (300K) and I want to reduce this number ...
0
votes
0answers
64 views

recursive feature elemination in R with caret

i work with R caret software package to select the most important features from some set of data. My response is a factor of multiple classes (e.g. nominal ...
0
votes
1answer
61 views

Find variables selected for each subset using caret feature selection

I am doing feature selection using the command 'rfe' in the caret package (http://caret.r-forge.r-project.org/featureselection.html). This command uses a metric to find the optimal amount of variables ...
0
votes
1answer
141 views

How to use rfe object with function pickSizeTolerance in R package caret

I run caret's recursive feature selection with randomForest. While running rfe function with method repeatedcv, I had parameter ...
3
votes
1answer
723 views

Understanding the output of C5.0 classification model using the CARET package

The C5.0 classification model was used in this 4-class problem data with $N_{train}$=165, $P$=11, using caret R-package by ...
2
votes
1answer
240 views

How to interpret this cross-validated sparse LDA figure using CARET package?

Training data with $p$ =11 predictors and $n$ =165 with 4-class problem was cross-validated (5 times repeated 10-fold CV) using the sparse LDA (aka SDA) using caret ...
0
votes
0answers
197 views

Metric warning using caret's rfe

I am using the caret package to do feature selection with rfe while training a knn ...
0
votes
0answers
30 views

Recursive Feature Elimination Fails to Output as Expected

Currently I am using rfe function in the "caret" package to do feature selection. There are 380 variables as input candidates. I have done many trials and I noticed that something weird always ...
0
votes
1answer
432 views

Feature selection with Caret for data with more than one target

I am trying to do some feature selection, having around 3500 variables for about 200 samples. To each sample is associated two numerical values (the expected outcome). I can't manage to make the caret ...
2
votes
2answers
1k views

Feature selection using caret + repeatedcv

I am using caret and repeatedcv with repeats for feature selection. That is, ...
6
votes
1answer
939 views

Feature selection and parameter tuning with caret for random forest

I have data with a few thousand features and I want to do recursive feature selection (RFE) to remove uninformative ones. I do this with caret and RFE. However, I started thinking, if I want to get ...
3
votes
1answer
1k views

R knn variable selection

I have a data set that's 200k rows X 50 columns. I'm trying to use a knn model on it but there is huge variance in performance depending on which variables are ...