Feature selection SVM-Recursive Feature elimination (SVM-RFE) with Libsvm

05 May 2017 2 1K Report

I'm trying to use SVM-RFE with libsvm library. My algorithm is written in Matlab.

Here is my matlab coding,Is wrong my codes or correct?? Thank you in advance..

clear all;

clc;

xData=load ('ozone.data');

data=xData(:,2:74);

[N D] = size(data);

D=D-1;

train_label=data(1:15,73);

train_data=data(1:15,1:72);

model = svmtrain(train_label, train_data, sprintf('-s 0 -t 0'));

s = 1:D;

r = [];

iter = 1;

while ~isempty(s)

X = train_data(:,s);

fs_model = svmtrain(train_label, X, sprintf('-s 0 -t %f -c %f -g %f -b 1',0, 10, (1/72)));

w = fs_model.SVs' * fs_model.sv_coef; %'

c = w.^2;

[c_minvalue, f] = min(c);

r = [s(f),r];

ind = [1:f-1, f+1:length(s)];

s = s(ind);

iter = iter + 1;

end