R语言很好用的两个特征选择包.docVIP

R语言的特征选择(Feature Selection)包：Boruta和caret 2011年07月15日 ? 技术, 科研 ? 共 12195字 ? 评论数 1 ? 被围观 4,635+ 对于大数据的分析，特征选择Feature Selection和降维是必不可少的，R有很多做FS的包，这里我直接转载引用两篇英文博文，很详细的讲了Boruta和caret包的使用方法和注意问题，也分析了两种包的优缺点。我不在翻译。 如下代码很好用哈： 帮助 1 2 3 4 5 6 7 8 9 ## Not run: library(mlbench); data(Ozone); na.omit(Ozone)-ozo; #Takes some time, so be patient Boruta(V4~.,data=ozo,doTrace=2)-Bor.ozo; cat(Random forest run on all attributes:\n); print(randomForest(V4~.,data=ozo)); cat(Random forest run only on confirmed attributes:\n); print(randomForest(getConfirmedFormula(Bor.ozo),data=ozo)); Feature selection: All-relevant selection with the Boruta package Feature selection is an important step for practical commercial data mining which is often characterised by data sets with far too many variables for model building.?There are two main apparoaches to selecting the features (variables) we will use for the analysis: the minimal-optimal feature selection which identifies a small (ideally minimal) set of variables that gives the best possible classification result (for a class of classification models) and the all-relevant feature selection which identifies all variables that are in some circumstances relevant for the classification. In this article we take a first look at the problem of all-relevant feature selection using the Boruta package by Miron B. Kursa and Witold R. Rudnicki.?This package is developed for the R statistical computing and analysis platform. Background All-relevant feature selection is extremely useful for commercial data miners.?We deploy it when we want to understand the mechanisms behind the behaviour or subject of interest, rather than just building a black-box predictive model.?This understanding leads us to a better appreciation of our customers (or other subject under investigation) and not just how, but why they behave as they do, which is useful for all areas of the business, including strategy and product development.?More narrowly, it also help us define