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Runs a recursive feature elimination with a mlr3learners::LearnerClassifSVM. The SVM must be configured with type = "C-classification" and kernel = "linear".

Source

Guyon I, Weston J, Barnhill S, Vapnik V (2002). “Gene Selection for Cancer Classification using Support Vector Machines.” Machine Learning, 46(1), 389--422. ISSN 1573-0565, doi:10.1023/A:1012487302797 .

Examples

clbk("mlr3fselect.svm_rfe")
#> <CallbackBatchFSelect:mlr3fselect.svm_rfe>: SVM-RFE Callback
#> * Active Stages: on_optimization_begin

library(mlr3learners)

# Create instance with classification svm with linear kernel
instance = fsi(
  task = tsk("sonar"),
  learner = lrn("classif.svm", type = "C-classification", kernel = "linear"),
  resampling = rsmp("cv", folds = 3),
  measures = msr("classif.ce"),
  terminator = trm("none"),
  callbacks = clbk("mlr3fselect.svm_rfe"),
  store_models = TRUE
)

fselector = fs("rfe", feature_number = 5, n_features = 10)

# Run recursive feature elimination on the Sonar data set
fselector$optimize(instance)
#>        V1    V10    V11    V12    V13    V14    V15    V16    V17    V18    V19
#>    <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl>
#> 1:  FALSE  FALSE  FALSE   TRUE  FALSE  FALSE  FALSE   TRUE  FALSE  FALSE  FALSE
#>        V2    V20    V21    V22    V23    V24    V25    V26    V27    V28    V29
#>    <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl>
#> 1:  FALSE  FALSE  FALSE   TRUE   TRUE  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE
#>        V3    V30    V31    V32    V33    V34    V35    V36    V37    V38    V39
#>    <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl>
#> 1:  FALSE  FALSE   TRUE  FALSE  FALSE  FALSE  FALSE   TRUE  FALSE  FALSE  FALSE
#>        V4    V40    V41    V42    V43    V44    V45    V46    V47    V48    V49
#>    <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl>
#> 1:  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE   TRUE  FALSE  FALSE  FALSE   TRUE
#>        V5    V50    V51    V52    V53    V54    V55    V56    V57    V58    V59
#>    <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl> <lgcl>
#> 1:  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE  FALSE
#>        V6    V60     V7     V8     V9
#>    <lgcl> <lgcl> <lgcl> <lgcl> <lgcl>
#> 1:  FALSE  FALSE  FALSE   TRUE   TRUE
#>                                                   importance
#>                                                       <list>
#> 1: 9.000000,8.666667,7.666667,6.666667,6.333333,4.666667,...
#>                       features n_features classif.ce
#>                         <list>      <int>      <num>
#> 1: V12,V16,V22,V23,V31,V36,...         10  0.1876467