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featselp

FEATSELP

Pudil's floating feature selection (forward)

  [W,R] = FEATSELP(A,CRIT,K,T,FID)

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

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

Description

Forward floating 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. Alternatively  a number of cross-validations N may be supplied. For K = 0, the optimal  feature set (maximum value of FEATEVAL) is returned. The result W can  be used for selecting features in a dataset B using B*W.  The selected features are stored in W.DATA and can be found by +W.

Note: this routine is highly time consuming.

In R the search is reported step by step

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

See also

mappings, datasets, feateval, featselo, featselb, featseli,

 FEATSEL, FEATSELF, FEATSELM, PRPROGRESS

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