Questions tagged [rfe]

9 questions
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Why do I get an ValueError for an SVR model with RFE, but only when using pipeline?

I am running five different regression models to find the best predicting model for one variable. I am using a Leave-One-Out approach and using RFE to find the best predicting features. Four of the five models are running fine, but I am running into…
Clarius333
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how could RFECV ever give the same score to all number of features selected?

I built an XGB and ran RFECV over 250 features. After an hour or so, I plotted the grid_scores_. All numbers of features are within 0.02, as clearly visible on the y-axis. To me this plot would indicate that it doesn't matter if I have 1 variable…
Monica Heddneck
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Is Recursive Feature Elimination finding best features subset?

On a set of 9 features I have applied Recursive Feature Elimination (RFE) algorithm using SVM estimator, following approach from (1). When requesting a subset of size 1 to be found, then RFE returned feature X. However, when I trained SVM over each…
dzieciou
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How recursive feature elimination with cross validation internally works?

I am trying to understand how recursive feature elimination with cross validation works (the RFECV on sklearn). Lets say that we have 10 features, and we perform RFECV with min_features_to_select=3, cv=5 and scoring=auc. Lets, consider the first…
ado sar
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How to choose Recursive Feature Elimination parameters

in my project I have >900 features and I thought to use Recursive Feature Elimination algorithm to reduce the dimensionality of my problem (in order to improve the accuracy). But I can't figure out how to choose the RFE parameters (estimator and the…
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RFECV for feature selection for imbalanced dataset

I am new in machine learning and just learned about feature selection. In my project, I have a dataset with 89% being a majority class and 11% as the minority class. Also, I have 24 features. I opted to use Recursive Feature Elimination with…
laguna
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Pipelines with categorical and nan values

I am trying a Regression model on a dataset which has categorical and numerical variables along with nan values. I want to use Pipelines for imputation and encoding purposes. Now I have a few conditions which must be satisfied in building the model…
spectre
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Create a pipeline for recursive eliminartion using artifical neural nets

I am trying to use RFE with Artificial neural nets but I am getting the error that "'Sequential' object has no attribute '_get_tags'" . Here is my code snippet. Any help would be appreciated. model_2 = Sequential([ Dense(9, activation='linear'),…
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RFE vs Elastic Net Feature Selection

I'm needing some advice on whether to use RFE or just simple Elastic Net feature selection. My dataset is a lot wider than it is long, about 7500 variables with ~2500 observations. The 7500 variables are post high correlation removal. I currently am…