Recursive Feature Elimination with Cross-validation

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I want to do Recursive Feature Elimination with Cross-validation in matlab code. How can I do this with functions?

Answers (1)

Christopher McCausland
Christopher McCausland on 5 Nov 2023
Hi,
You can use the sequentialfs() function to preform recusive feature elimination: https://uk.mathworks.com/help/stats/sequentialfs.html.
Remeber to select the name pairs "Direction","backward".
Christopher

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