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How to get feature rank while using advise(NEURAL)
#465871
05/16/17
03:22
05/16/17
03:22
Joined:
Nov 2016
Posts: 55
Taipei
ytc
OP
Junior Member
ytc
OP
Junior Member
Joined:
Nov 2016
Posts: 55
Taipei
I'm practicing feature selection. I got stuck in getting feature rank and profit factor at the same time.
How can I get feature rank/importance while using advise(NEURAL) with simple linear regression like lm() in each WFO cycle?
Thanks.
Re: How to get feature rank while using advise(NEURAL)
[
Re: ytc
]
#465880
05/16/17
11:08
05/16/17
11:08
Joined:
Jul 2000
Posts: 27,986
Frankfurt
jcl
Chief Engineer
jcl
Chief Engineer
Joined:
Jul 2000
Posts: 27,986
Frankfurt
Feature rank is a separate process that you do before training the network. There are several R packages for generating feature rank, f.i. Boruta.
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