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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 Offline OP
Junior Member
ytc  Offline 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: 28,024
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,024
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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