[R] Looking for packages to do Feature Selection and Classification

Diaz.Ramon rdiaz at cnio.es
Wed Jan 4 09:30:05 CET 2006

Dear Frank,
I expect you'll get many different answers since a wide variety of approaches have been suggested. So I'll stick to self-advertisment: I've written an R package, varSelRF (available from R), that uses random forest together with a simple variable selection approach, and provides also bootstrap estimates of the error rate of the procedure. Andy Liaw and collaborators previously developed and published a somewhat similar procedure. You probably also want to take a look at several packages available from BioConductor.



-----Original Message-----
From:	r-help-bounces at stat.math.ethz.ch on behalf of Frank Duan
Sent:	Wed 1/4/2006 4:23 AM
To:	r-help
Subject:	[R] Looking for packages to do Feature Selection and Classification

Hi All,

Sorry if this is a repost (a quick browse didn't give me the answer).

I wonder if there are packages that can do the feature selection and
classification at the same time. For instance, I am using SVM to classify my
samples, but it's easy to get overfitted if using all of the features. Thus,
it is necessary to select "good" features to build an optimum hyperplane
(?). Here is a simple example: Suppose I have 100 "useful" features and 100
"useless" features (or noise features), I want the SVM to give me the
same results when 1) using only 100 useful features or 2) using all 200

Any suggestions or point me to a reference?

Thanks in advance!


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