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Can anyone guide me about the feature selection based on correlation using SVM? RBF kernel check the correlation too or not? I am using weka and matlab. Any help would be appreciated.

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  • $\begingroup$ Show us what have you done so far. Also, what do you mean feature selection based on correlation? $\endgroup$ – user2974951 Dec 19 '18 at 12:32
  • $\begingroup$ i have read a paper and they used SVM for feature selection based on correlation and i was wondering is that even posiible $\endgroup$ – snape Dec 19 '18 at 14:05
  • $\begingroup$ I don't use Weka or MATLAB so I can't help you there. But it's true feature selection wrapper methods exist for SVM, check stackoverflow.com/questions/17529537/… and kaggle.com/c/overfitting/discussion/487 $\endgroup$ – user2974951 Dec 20 '18 at 7:13
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No, RBF kernel doesn't check the correlation. You can need to find the out correlation separately and filter out the ones which are highly correlated and then build an SVM model.

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