One sentence summary, what is a systematic factor selection method for any of Logit, svm, Naive Bayes, or Random Forest models?
Let's focus on four most common classification methods, logit regression, svm, naive bayes, and random forest.
Can you please explain how to choose factor? How to determine factor significance? And how to do dimensional reduction? Hints, illustrations, or example on those models, or on your model will be appreciated!
To my knowledge, below are my thought:
stepwise, AIC, BIC, bootstrap, PCA, R^2 etc.. these can be used in factor analysis
I am not from a math/stats background, my knowledge about these are in a high degree of fragmentation. That is why I ask this question, wanted to know how professionals work, from a systematic method or systematic thinking.