.

the spider has it

http://people.kyb.tuebingen.mpg.de/spider/main.html

specifically :

A=RFE(C,[H]) returns an rfe object initialized with base algorithm

C (usually an svm) and hyperparameters H.

RFE selects features via greedy backward selection: it trains a

base algorithm, and calls the method get_w of the base algorithm

and removes the feature(s) with the smallest absolute value returned

from this method. get_w in a linear svm for example returns the

weights for each dimension defining the hyperplane. Base algorithms

with a method get_w include: one_vs_one, one_vs_rest, lda, stab, svm, svr

see also

http://www.bios.unc.edu/~kosorok/RFE.html .

.

the spider has it

http://people.kyb.tuebingen.mpg.de/spider/main.html

specifically :

A=RFE(C,[H]) returns an rfe object initialized with base algorithm

C (usually an svm) and hyperparameters H.

RFE selects features via greedy backward selection: it trains a

base algorithm, and calls the method get_w of the base algorithm

and removes the feature(s) with the smallest absolute value returned

from this method. get_w in a linear svm for example returns the

weights for each dimension defining the hyperplane. Base algorithms

with a method get_w include: one_vs_one, one_vs_rest, lda, stab, svm, svr

see also

http://www.bios.unc.edu/~kosorok/RFE.html .

see

http://www.cs.cmu.edu/~ggordon/SVMs/

Hi, I do not know this type of SVM. However, you can try LIBSVM that contains many SVM variants. The functions are in MEX files with similar calling in Matlab. But 64bit system need recompilation by Matlab-compiler. I  used VisualStudio (proffesional) trial version. 

http://www.csie.ntu.edu.tw/~cjlin/libsvm/

Thanks for you all reply. 

Fabrice, but I'm not able to download the risk_rfe file from the link, http://www.bios.unc.edu/~kosorok/RFE.html due to the permission issue.

Are you able to open it? Do you mind to send me the file @ [email protected] .

Thank you very much.

Hi Ang,

please visit the below link it may help you

http://www.csie.ntu.edu.tw/~cjlin/libsvm/

Did you get if the SVM RFE Algorithm work with Multiclass Dataset? Because I have problem using that code since only is available for two groups.

Torres, have u got the code for RFE-SVM for multi-class classification. If yes, kindly mail at [email protected].

Thanks in advance