[R] Need help on nnet

[arun]

Hi Georg,

I am new to R and I am curious if there is a simple way to do the feature
selection you described:

"feature selection is essentially an exhaustive approach which tries
every possible subset of your predictors, trains a network and sees what
the prediction error is. The subset which is best (lowest error) is then
chosen in the end. It normally (as a side-effect) also gives you something
like an importance ranking of the variables when using backward or forward
feature selection. But be careful of interactions between variables. "

Is it an option with nnet or should I use leaps in conjunction with nnet ?

Thanks,
Arun



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