/Recursive_Feature_Elimination

Recursive Feature Elimination for MATLAB's "fitcsvm" SVM classifier, based on the method by Guyon et al.

Primary LanguageMATLAB

Recursive_Feature_Elimination

Recursive Feature Elimination for MATLAB's Support Vector Machine implementation fitcsvm.

This implementation combines Rescursive Feature Elimination (RFE) as described in Gene Selection for Cancer Classification using Support Vector Machines, Guyon et al. 2002 with MATLAB's Support Vector Machine (SVM) Implementation fitcsvm.

The final output delivers a ranking of the features through classification-based feature selection.

The code is based on KE YAN's code where RFE was combined with an older Matlab SVM implementation (svmtrain): https://ch.mathworks.com/matlabcentral/fileexchange/50701-feature-selection-with-svm-rfe