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featself

FEATSELF

Forward feature selection for classification

  [W,R] = FEATSELF(A,CRIT,K,T,FID)
  [W,R] = FEATSELF(A,CRIT,K,N,FID)

Input
 A Training dataset
 CRIT Name of the criterion or untrained mapping  (default: 'NN', i.e. the 1-Nearest Neighbor error)
 K Number of features to select (default: K = 0, return optimal set)
 T Tuning dataset (optional)
 N Number of cross-validations (optional)
 FID File ID to write progress to (default [], see PRPROGRESS)

Output
 W Output feature selection mapping
 R Matrix with step-by-step results

Description

Forward selection of K features using the dataset A. CRIT sets the  criterion used by the feature evaluation routine FEATEVAL. If the  dataset T is given, it is used as test set for FEATEVAL. Alternatvely a  a number of cross-validation N may be supplied. For K = 0, the optimal  feature set (corresponding to the maximum value of FEATEVAL) is returned.  The result W can be used for selecting features using B*W.  The selected features are stored in W.DATA and can be found by +W.  In R, the search is reported step by step as

     R(:,1) : number of features
     R(:,2) : criterion value
     R(:,3) : added / deleted feature

See also

mappings, datasets, feateval, featsellr, featsel, featselo, featselb, featseli, featselp, featselm, prprogress,

PRTools contents

PRTools manual