Feature Selection methods in MATLAB?

Question

Hi, I am trying to do some text classification with SVMs in MATLAB and really would to know if MATLAB has any methods for feature selection(Chi Sq.,MI,....), For the reason that I wan to try various methods and keeping the best method, I don't have time to implement all of them. That's why I am looking for such methods in MATLAB.Does any one know?

Answer 1

svmtrain

MATLAB has other utilities for classification like cluster analysis, random forests, etc.

If you don't have the required toolbox for svmtrain, I recommend LIBSVM. It's free and I've used it a lot with good results.

Answer 2

The Statistics Toolbox has sequentialfs. See also the documentation on feature selection.

Answer 3

A similar approach is dimensionality reduction. In MATLAB you can easily perform PCA or Factor analysis.

Alternatively you can take a wrapper approach to feature selection. You would search through the space of features by taking a subset of features each time, and evaluating that subset using any classification algorithm you decide (LDA, Decision tree, SVM, ..). You can do this as an exhaustively or using some kind of heuristic to guide the search (greedy, GA, SA, ..)

If you have access to the Bioinformatics Toolbox, it has a randfeatures function that does a similar thing. There's even a couple of cool demos of actual use cases.