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

0 votes

Is SVM-RFE a "filter" or a "wrapper" feature selection algorithm?

RFE is a bit of a hybrid. It looks and acts as a wrapper, similar to backward selection. But its main drawback is its selection of variables is essentially univariate. It uses a univariate measure of …
Steve's user avatar
  • 1
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RFE vs Backward Elimination - is there a difference?

RFE is a bit of a hybrid. It looks and acts as a wrapper, similar to backward selection. But its main drawback is its selection of variables is essentially univariate. It uses a univariate measure of …
Steve's user avatar
  • 1