How do I find out what features are not useful in my Classifier?
How do I find out what features are not useful in my Classifier? I am trying to trim down the number of features to speed up the training of my data, I have about 3700 features. I have found the Filter Based Feature Selection Module and have not been successful
in using it. I have looked through all the examples and have not been able to find any examples using the module. Will the Filter Based Feature Selection Module help me to trim features. If so how do I use it?
One way to do this would be is to use a random forest classifier. Feature/variable importance can be obtained relatively easily with random forests.
Here is how you may do it in R.
> install.packages('randomForest') #install randomForest package in R if it is not already there
> library(randomForest) # reference the library
> data(mtcars) # load motor cars data that ships with
#train a random forest
> mtcars.rf <- randomForest(mpg ~ ., data=mtcars, ntree=1000,keep.forest=FALSE, importance=TRUE)
> importance(mtcars.rf)
> importance(mtcars.rf)
#You will see an output like below
%IncMSE IncNodePurity
cyl 16.168645 169.96741
disp 18.672188 260.08722
hp 17.584375 184.95007
drat 6.948743 63.54528
wt 17.818509 254.30347
qsec 4.772889 33.25546
vs 5.303058 24.39064
am 5.210181 17.36626
gear 4.619161 21.55450
carb 8.577037 28.46715
# or plot the importance as follows
> varImpPlot(mtcars.rf)
What this tells you is how important predictors/features/variables like horsepower(hp), weight(wt), no. of cylinders (cyl) is in predicting miles per gallon (mpg).
If you are wondering how the data looks like. Try this
head(mtcars) # gives first few lines of the data set.
mpg cyl disp hp drat wt ...
Mazda RX4 21.0 6 160 110 3.90 2.62 ...
Mazda RX4 Wag 21.0 6 160 110 3.90 2.88 ...
Datsun 710 22.8 4 108 93 3.85 2.32 ...
. Try this
Here is a few useful resources:
Random Forest documentation (Check out the pages on variable importance and variable importance plot)
http://cran.r-project.org/web/packages/randomForest/randomForest.pdf
Motor cars data: http://stat.ethz.ch/R-manual/R-devel/library/datasets/html/mtcars.html
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