R using my own model in RFE(recursive feature elimination) to pick important feature
问题 Using RFE, you can get a importance rank of the features, but right now I can only use the model and parameter inner the package like: lmFuncs(linear model),rfFuncs(random forest) it seems that caretFuncs can do some custom settings for your own model and parameter,but I don't know the details and the formal document didn't give detail, I want to apply svm and gbm to this RFE process,because this is the current model I used to train, anyone has any idea? 回答1: I tried to recreate working