我一直在尝试使用插入包来应用递归功能选择.我需要的是ref使用AUC作为性能测量.谷歌搜索了一个月后,我无法使该过程正常工作.这是我用过的代码:
library(caret)
library(doMC)
registerDoMC(cores = 4)
data(mdrr)
subsets <- c(1:10)
ctrl <- rfeControl(functions=caretFuncs,
method = "cv",
repeats =5, number = 10,
returnResamp="final", verbose = TRUE)
trainctrl <- trainControl(classProbs= TRUE)
caretFuncs$summary <- twoClassSummary
set.seed(326)
rf.profileROC.Radial <- rfe(mdrrDescr, mdrrClass, sizes=subsets,
rfeControl=ctrl,
method="svmRadial",
metric="ROC",
trControl=trainctrl)
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执行此脚本时,我得到以下结果:
Recursive feature selection
Outer resampling method: Cross-Validation (10 fold)
Resampling performance over subset size:
Variables Accuracy Kappa AccuracySD KappaSD Selected
1 0.7501 0.4796 0.04324 0.09491
2 0.7671 0.5168 0.05274 0.11037
3 0.7671 0.5167 0.04294 0.09043
4 0.7728 …Run Code Online (Sandbox Code Playgroud)