feature selection for regression

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Hello everyone
To do my PhD thesis, I desperately need MATLAB code to select the effective features in the regression problem (time series forecasting) that takes into account the relationship between the features and works as well as possible. Thanks for helping me.

Accepted Answer

Sulaymon Eshkabilov
Sulaymon Eshkabilov on 6 Nov 2021
  2 Comments
Sulaymon Eshkabilov
Sulaymon Eshkabilov on 8 Nov 2021
Most Welcome! Good luck with your studies.

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More Answers (4)

Image Analyst
Image Analyst on 8 Nov 2021
I don't know what you tried already but have you tried the Regression Learner app on the apps tab? If you don't know how, I can show you if you upload your data - both the measurements/predictors, and the ground truth/true answer you're trying to predict with some model. I can try out many models and find the one with the least errors.
  2 Comments
Image Analyst
Image Analyst on 8 Nov 2021
Yes, almost all of us have regression code of some sort or another.
So. . . did the Regression Learner work for you?

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sahar rezaei
sahar rezaei on 14 Nov 2021
Hello
I apologize for the delay in responding. I have not tried the Regression Learner App yet but I have used methods such as correlation analysis, mutual-information and PCA. Filter methods are not very suitable for my work because these methods in the feature selection process only consider the relationship between the desired feature and the target and ignore the relationship between the selected features.I think that a combination of optimization algorithms with filter and wrapper methods or a combination of filter and wrapper methods bring more accuracy to the feature selection process. These methods have been mentioned in some authoritative articles. Thanks for guiding me on this.
Sincerely
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David Willingham
David Willingham on 15 Nov 2021
Hi, if you're looking to perform feature engineering with machine learning models, have you tried automl? If not, check out this page for more information:
  1 Comment
sahar rezaei
sahar rezaei on 18 Nov 2021
Hi,
Thank you very much
The following page provides a feature selection method for classification problems. Can anyone guide me on how I can use this method for regression problems?
https://www.mathworks.com/matlabcentral/fileexchange/14608-mrmr-feature-selection-using-mutual-information-computation?s_tid=srchtitle

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sahar rezaei
sahar rezaei on 2 Dec 2021
Hello everyone
I got the answer to this question. The proposed method can be used for both classification and regression problems.

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