Hello,
I have a relatively small dataset and was wondering if there was a way to do backward sequential feature selection using skorch?
Sorry I know this is a fairly niche question and probably outside the scope of this package. I was just hopeful that maybe someone has done this and had a suggested package that works well with skorch for this. I am also definitely open to other ways of doing feature selection that work well with skorch
I'm used to using imblearn when using sklearn classifiers since it can select the number of features with the "parsimonious" setting/get detailed info using the get_metric_dict() function, but imblearn requires 2D data. I also tried sklearn's SequentialFeatureSelector which has fewer settings, but it also seems to require 2D data
Hello,
I have a relatively small dataset and was wondering if there was a way to do backward sequential feature selection using skorch?
Sorry I know this is a fairly niche question and probably outside the scope of this package. I was just hopeful that maybe someone has done this and had a suggested package that works well with skorch for this. I am also definitely open to other ways of doing feature selection that work well with skorch
I'm used to using imblearn when using sklearn classifiers since it can select the number of features with the "parsimonious" setting/get detailed info using the get_metric_dict() function, but imblearn requires 2D data. I also tried sklearn's SequentialFeatureSelector which has fewer settings, but it also seems to require 2D data