Methods and principles of selecting a subset of attributes for use in further modelling

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How do you select variables in a regression model?

The traditional approach to variable selection is to find variables that contribute the most to predicting a new response. Recently I learned of an alternative to this. In modeling variables that ...
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12 views

Feature/Variable selection to accompany mixed models?

I am trying to conduct an exploratory/data mining analysis to discover what socioeconomic factors best predict grade-school performance in children. I have a dataset with about 50000 ...
4
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1answer
2k views

Information gain as a feature selection for 3-class classification problem

I am facing a sentiment analysis task where I am using Naive Bayes to classify documents as Positive, Negative or Neutral. I have thought of using Information Gain as my filter for feature selection. ...
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2answers
142 views

Evaluating features and similarity measures

I am currently developing a classificator, which is supposed to classify into a number of classes. For this purpose I am designing some features and similarity measures which I might use for a later ...
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16 views

$\chi^2$ test vs F-test in feature selection

In the context of feature selection for classification, does it make sense to use one filter based on $\chi^2$ test and the other one based on F-test? Or they are "interchangeable"?
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24 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 ...
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17 views

Determine which variable or variables is/are the most efficient to predict the outcome

I have a small dataset (n=74) with a +/- 50 variables, not the best data but I have to work with it. The variables are used to select a product. I want to determine which variable or variables is/are ...
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8 views

Unsupervised feature learning from raw text as a previous step for clasification?

I have a corpus of 2500 opinions, is it posible to use scikit´s restricted boltzmann machine implementation to extract a feature vector as a previous step to a classification task?. What aproach do i ...
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1answer
114 views

Recursive feature elimination with only two classes

Recursive feature elimination (RFE) is a feature-selection strategy. It performs in two nested levels of cross-validation. First it tries to divide the training set into N folds. RFE puts one fold ...
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40 views

Using topic words generated by LDA to represent a document

I want to do document classification by representing each document as a set of features. I know that there are many ways: BOW, TFIDF, ... I want to use Latent Dirichlet Allocation (LDA) to extract ...
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24 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 ...
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1answer
131 views

Using principal component analysis (PCA) for feature selection in regression [duplicate]

I have a dataset $D$ made of $m$ samples and $n$ features with $n \gg m$. For each sample I have a score $s$ which I would like to be able to predict. As the number of features is very high (compared ...
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2answers
5k views

Using principal component analysis (PCA) for feature selection

I'm new to feature selection and I was wondering how you would use PCA to perform feature selection. Does PCA compute a relative score for each input variable that you can use to filter out ...
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4answers
2k views

Term frequency/inverse document frequency (TF/IDF): weighting

I've got a dataset which represents 1000 documents and all the words that appear in it. So the rows represent the documents and the columns represent the words. So for example, the value in cell ...
0
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1answer
70 views

Feature selection and training on the same sample

Is feature selection and training on the same sample a bad idea? I want to emphasize that I am not going to use test set for feature selection. If I use the whole train set for feature selection and ...
0
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1answer
133 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 ...
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3answers
102 views

What if Lasso selects transformed terms but not untransformed terms

Suppose I have standard normal features $X_i \in \{X_i : i \in \{1,...,1000\}\}$. I extend this set of predictors with transformations as follows: $\{X_i,X_i^2,X_iI(X_i > 0) : i \in ...
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1answer
440 views

Can we use random forest for classification in combination with distance matrix between classes?

With a colleague, we are working on a dataset containing ~5000 continuous variables for 120 individuals belonging to 8 classes. We want to estimate the relative importance of each variable to explain ...
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5answers
379 views

What can cause PCA to worsen results of a classifier?

I have a classifier that I'm doing cross-validation on, along with a hundred or so features that I'm doing forward selection on to find optimal combinations of features. I also compare this against ...
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4answers
6k views

Using LASSO from lars (or glmnet) package in R for variable selection

Sorry if this question comes across a little basic. I am looking to use LASSO variable selection for a multiple linear regression model in R. I have 15 predictors, one of which is categorical(will ...
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0answers
17 views

Feature boosting via rescaling in logistic regression and linear SVMs

If I were expressing a problem in terms of binary features, all encoded as {0,1}, could I boost some features by encoding them as {0,2}? Would the effect change based on whether I used either of the ...
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0answers
81 views

Mutual information/pointwise mutual information for measuring prediction

I want to measure how well I predict a vector $Y$ (vector not a label) for observation $X$. Both $X$ and $Y$ have the same set of features ($1\times n$). For that, I thought of "scoring" the ...
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0answers
17 views

Statistical test for feature selection

Suppose I have a procedure to select K features out of M. I repeat the procedure N times on, say bootstrapped datasets, and count how many times feature #1 appeared among selected, denote k1, how many ...
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9 views

Feature selection based on cost function

Suppose that we are searching for best features using an optimization algorithm for a classification model (MLP,SNM,Regression,etc...). We should set a cost ...
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2answers
76 views

Choosing the best featureset for prediction

I have this N sets of features F each with $F_i$ number of features. All the feature sets have 20000 examples and we have 20,000 labels for them. Lets say feature set $F_1$ has 10 features and ...
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4answers
92 views

Interpreting conflicting results from Random Forest & Logistic Regression?

I am using SKLearn and Statsmodel in python to build a RF and Logistic Regression, respectively. I have a feature that the RF indicates is important (feature importance of 0.202, closely behind #1 ...
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1answer
821 views

Clustering probability distributions - methods & metrics?

I have some data points, each containing 5 vectors of agglomerated discrete results, each vector's results generated by a different distribution, (the specific kind of which I am not sure, my best ...
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17 views

Select the best point pair in the 2D grid [duplicate]

Suppose in the 2D space we have an array of points, and each point has a weighting factor, which is a float value ranging from 0 to 1. Each point also has a coordinate in the 2D grid. The following ...
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2answers
60 views

Why isn't the lasso selected variable even not significant?

I performed a lasso selection using lars::lars for a well normally distributed outcome using a pool of 86 predictors. Here is the plot of the output: The ...
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1answer
70 views

Feature selection for pattern mining

I must find frequent patterns in temporal data, using a method that was imposed to me. This tool has problems handling these data: processing is long and takes a lot of memory. So, I would like to ...
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1answer
100 views

Random forest cross validation for feature selection, imbalanced datasets

I have an 5297X26 imbalanced dataset, the class1 has 588 samples and class2 has 4709 samples. I used the following code to perform random forest: ...
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1answer
104 views

How to find important features in this problem

I was just thinking how ML techniques can be applied in the retail industry. Suppose we have data from a retailer who deals with apparel and cloth in this format and for each item there are ...
0
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1answer
33 views

Handle large set of features using SVM

I have a biological dataset with 30.000 features (genes) and 1000 data points (cells). Basically I have two major classes of cells: 1 and 0 with a distribution of 90/10. Now I am trying to classify ...
0
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1answer
365 views

What is a good Gini decrease cutoff for feature inclusion based upon random forests?

I am using random forests to try and determine variable importance as part of feature selection for a model I'm working on, and while I can get ranked variable importance by mean decrease in Gini from ...
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21 views

How to deal with categorical features.

Recently I am playing in the famous Big-Data website Kaggle. There is a Display Advertising Challenge. In this competition, you are giving a training file which include huge records. the records is ...
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6 views

libsvm with diffrent count of Keypoints [migrated]

I would like to use libsvm for a keypoint detection algorithm. Each keypoint has 36 features, but each sample of an Object has a diffrent count of keypoints... Is it even possible to train with ...
2
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1answer
151 views

Determining conserved features using a Bayesian approach

I would like to perform some sort of binary classification, and my data set consists of 100 examples (for each class), which are vectors with 2500 elements. Ideally, I would like to determine which ...
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4answers
1k views

Features for time series classification

I consider the problem of (multiclass) classification based on time series of variable length $T$, that is, to find a function $$f(X_T) = y \in [1..K]\\ \text{for } X_T = (x_1, \dots, x_T)\\ ...
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1answer
202 views

Choosing one variable from each of 3 buckets of variables

I have a regression model that looks like the following glm.nb(formula = y ~ Gender + Age + x1 + x2 + x3, data = df) In my problem, there are 20 possible choices ...
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26 views

feature selection for longitudinal data

I have a longitudinal data which looks like this. Number of time points are different for each ID. Y is the binary response variable (take values 0 & 1) and X1-X20 are either continuous or ...
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2answers
96 views

Methods in R or Python to perform feature selection in unsupervised learning

What are the available methods/implementation in R/Python to discard/select unimportant/important features in data? My data does not have labels (unsupervised). The data has ~100 features with mixed ...
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31 views

different feature types for classification

There has a data set with several features. One feature is of the type of continuous numerical values; another feature is of the type of categorical values, such as A, B and C. If I want to build a ...
0
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1answer
38 views

How to normalize time series?

This is a general question on normalization of data so that all the variables are within the same range. Why do we normalize data in pattern classification? How to normalize time series which is ...
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9 views

Does within-group heterogeneity negatively impact random forest classification?

I have two rather conceptual questions about random forest classifiers. Before we get there, I quickly want to lay out the problem I am working on: I have large a large data set consisting of 300 ...
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31 views

Triple nested cross validation

I have read several very informative posts including the link about the nested/double cross validation, which can determine (sub)optimal hyperparameter values as well as make an unbiased estimate of ...
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2answers
74 views

Advice for interpolating a model

I'm new in Stack Exchange, so I hope no to be off topic. I'm also new in bioinformatics and I was asked to perform an analysis. Briefly, I have a dataset of 29 cell lines and the IC50 values of a test ...
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0answers
32 views

Find linear SVM feature weights using libsvm

I'm trying to use linear SVM to do some feature selection. I'm using libsvm, but I cannot figure out how to find feature weights. The model file created looks something like this: ...
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0answers
16 views

Considering non-i.i.d. covariates in random forests

Random forests are theoretically funded on the assumption that the data are i.i.d. realizations from a multivariate random vector $(X_1, \ldots, X_p, Y)$. Does it make sense to use random forests (for ...