Not an expert, but I think the idea is that you remove (or add) features
one by one, starting from the ones that have the least (or most) impact.
E.g., try removing a feature, if performance improves, keep it that way and
move on to the next feature. It's a greedy approach; not optimal, but
avoids exponential complexity.
George.
On Mon, Oct 20, 2014 at 3:20 PM, Pagliari, Roberto <rpagli...@appcomsci.com>
wrote:
> I’m not sure if I correctly understood the feature selection algorithms.
>
>
>
> Basically, accuracy, or any other scoring function is used to determine
> whether to keep a specific feature or not? If so, how is the optimal subset
> of features determined? Bruteforce would be exponential in complexity.
>
>
>
> Thanks,
>
>
>
>
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--
George Bezerra
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