Good tutorial on feature selection

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I am interested in learning about methods to select features from data to be used for SVM or regression models. I appreciate any pointer to a good tutorial or document that can help me pick it up faster.

asked Jan 03 '11 at 00:55

Mark%20Alen's gravatar image

Mark Alen
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3 Answers:
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9

A few years back, JMLR ran a special issue on feature selection, which may be of interest to you. In particular, the introduction to variable and feature selection by Guyon and Elisseeff is a very good paper to get started with.

answered Jan 03 '11 at 03:40

Laurens%20van%20der%20Maaten's gravatar image

Laurens van der Maaten
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I recommend the treatment given in any of the following:

"Predictive Data Mining", by Weiss and Indurkhya

"Data Mining", by Witten and Frank

"Data Mining", by Han and Kamber

answered Jan 23 '11 at 05:11

Will%20Dwinnell's gravatar image

Will Dwinnell
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edited Jan 23 '11 at 07:25

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The classical book Elements of statistical learning talks on this subject in chapter 18: "High-Dimensional Problems". Also, see the works of Guyon et al and Computational Methods of Feature Selection.

answered Jan 24 '11 at 05:21

Lucian%20Sasu's gravatar image

Lucian Sasu
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edited Jan 24 '11 at 08:11

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