Input: |
Given the training set , |
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Output: |
Initialize to the subset of surviving features; ranked feature set |
R = [ ]; |
Train a random forest with features in set S as input variables; |
Calculate MDGI Z-Score for each feature in S; |
Features with MDGI Z-Score smaller than 2.5 are removed from S; |
whileS ≠ [ ] do
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for each variable i in S, do
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Train SVM classifiers on feature set S′, a subset of S exclusive of variable i; |
Evaluate the ranking criterion Rc(i) of variable i; |
end for
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Rank the variable that maximizes Rc; |
best = arg maxiRc; |
R = [best R]; |
Remove the variable best from the set S; |
end
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Return the ranked feature set R. |