I’m trying to find a feature selection package in R that can be used for regression. Most of the packages implement their methods for classification using a factor or class for the response variable. In particular I’m interested if there’s something using random forest for that purpose. Also if someone knows some good paper in this field would be welcome.
Asked
Active
Viewed 60 times
0
Richard Hardy
- 54,375
- 10
- 95
- 219
Claudio Barrientos
- 21
- 1
-
1Check out `caret` package, it has a lot of different tools in it. Also `bestglm` and `leaps` for best subset selection. – Richard Hardy Mar 18 '15 at 20:20
-
`glmnet` implements LASSO and friends, which does feature selection for regression problems. – Christoph Hanck Mar 18 '15 at 20:43