Feature Selection for Regression

  • Emanuele Olivetti

    I'm new to PyML and I'd like to use it for regression. How can I perform feature selection for regression problems? Is it available from featsel module? I reading the tutorial but classification seems to be the main topic. Could someone help me?

    Thanks in advance,


    • abh

      abh - 2006-05-04

      So far I haven't implemented feature selection for regression.
      An RFE-like method should be easy to program -- it's possible that the current implementation would work as-is, but I haven't tried that.


    • Emanuele Olivetti

      It seems there is something to change. Trying to train a featureSelector using svm.SVR I got:
      (ipythn logs follows)
      /usr/lib/python2.4/site-packages/PyML/featsel.py in run(self, data, *options, **args)
          278     def run(self, data, *options, **args) :
      --> 280         if data.labels.numClasses != 2 :
          281             raise ValueError, 'RFE supports only two class problems'

      AttributeError: 'Labels' object has no attribute 'numClasses'

      Maybe some little change in the code is necessary. I'll try to spend some time on it but I'm a really newbie :)

      Thanks anyway,



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