Add recursive feature elimination

accord-net / framework

Machine learning, computer vision, statistics and general scientific computing for .NET

http://accord-framework.net

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Add recursive feature elimination #427

Open zadiran opened 7 years ago

zadiran commented 7 years ago

The proposal is to add recursive feature elimination algorithm for optimizing forecasting models

cesarsouza commented 7 years ago

Hi @zadiran! Many thanks for opening the issue!

Do you think you could provide a little more background on the requested feature? If you could provide a few publications, or maybe examples of other open source softwares where this feature is implemented it could help a lot at its implementation.

Pull requests might also be welcome!

Regards, Cesar

zadiran commented 7 years ago

This method is already implemented in sklearn library for Python http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.RFE.html#sklearn.feature_selection.RFE.

Also there is some articles and blog records with applications of this method: