fs.rfe {mt}

Feature Selection Using SVM-RFE

Description

Feature selection using Support Vector Machine based on Recursive Feature Elimination (SVM-RFE)

Usage

  fs.rfe(x,y,fs.len="power2",...)

Arguments

x

A data frame or matrix of data set.

y

A factor or vector of class.

fs.len

Method for feature lengths used in SVM-RFE computation. For details, see get.fs.len.

...

Arguments to pass to svm.

Value

A list with components:

fs.rank

A vector of feature ranking scroes.

fs.order

A vector of feature order from best to worst.

Author(s)

Wanchang Lin

See Also

feat.rank.re, get.fs.len

Examples

## prepare data set
data(abr1)
cls <- factor(abr1$fact$class)
dat <- abr1$pos
## dat <- abr1$pos[,110:1930]

## fill zeros with NAs
dat <- mv.zene(dat)

## missing values summary
mv <- mv.stats(dat, grp=cls) 
mv    ## View the missing value pattern

## filter missing value variables
## dim(dat)
dat <- dat[,mv$mv.var < 0.15]
## dim(dat)

## fill NAs with mean
dat <- mv.fill(dat,method="mean")

## log transformation
dat <- preproc(dat, method="log10")

## select class "1" and "2" for feature ranking
ind <- grepl("1|2", cls)
mat <- dat[ind,,drop=FALSE] 
mat <- as.matrix(mat)
grp <- cls[ind, drop=TRUE]   

## apply RFE method for feature selection/ranking
res <- fs.rfe(mat,grp)
names(res)