How to use sequentialfs in regression?

I'm trying to use sequential feature selection in a regression problem and I keep on getting errors. I know something is wrong with my function handle but can't figure it out. Tried these three handles:

%fun = @(XT,yT,Xt,yt)loss(regress(yT,XT),Xt,yt);

%fun = @(XT,yT,Xt,yt)rmse(predict(fitlm(XT,yT),Xt),yt);

%fun = @(XT,yT,Xt,yt)rmse(predict(regress(yT,XT),Xt),yt);

[fs,history] = sequentialfs(fun,X,y,'cv',c,'options',opts);

[Sarvesh Kale]

It would be very helpful if you post the full code, along with screenshots of error messages, this would help in quick resolution of issue

Answer 1

[Sarvesh Kale]

Hi azarang asadi,

The documentation link to the sequentialfs function is attached here. There is also an example that demonstrates how to use the function. I hope this helps with your query.

Thank you