How to get feature rank while using advise(NEURAL)

Gamestudio Links

Zorro Links

ZorroGPT
by TipmyPip. 03/28/26 14:01

TMFs on options in live trading
by Spirit. 03/26/26 19:52

Black Book, 4th edition
by jcl. 03/17/26 09:28

AUM Magazine

Latest Screens

3 registered members (Quad, TipmyPip, James168), 7,328 guests, and 7 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

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: 28,090 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,090 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.

Moderated by Petra