Example for svm feature selection in R
I'm trying to apply feature selection (e.g. recursive feature selection) in SVM, using the R package. I've installed Weka which supports feature selection in LibSVM but I haven't found any example for the syntax of SVM or anything similar. A short example would be of a great help. The function rfe in the caret package performs recursive feature selection for various algorithms. Here's an example from the caret documentation : library(caret) data(BloodBrain, package="caret") x <- scale(bbbDescr[,-nearZeroVar(bbbDescr)]) x <- x[, -findCorrelation(cor(x), .8)] x <- as.data.frame(x) svmProfile <-