Does anyone know how to calculate the relative importance (in %) of each predictor with SVM (in Matlab)?
The following Python code might help you:
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from matplotlib import pyplot as plt from sklearn import svm def f_importances(coef, names): imp = coef imp,names = zip(*sorted(zip(imp,names))) plt.barh(range(len(names)), imp, align='center') plt.yticks(range(len(names)), names) plt.show() features_names = ['input1', 'input2'] svm = svm.SVC(kernel='linear') svm.fit(X, Y) f_importances(svm.coef_, features_names)
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Please change the kernel based on your requirements.
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