[SOLVED] Feature selection WITHIN x-validation...
I have been given the advice that one need to carry out whatever feature selection step one want to do, WITHIN the x-validation node. I am currently using SVM weight to filter out weights that are less important in order to optimize my model and make the algorithm faster. Until now i just put the "Weight by SVM" node together with a "Select by weight" node outside the X-validation node but within the "Optimize paramteter" node, and then optimized on number of features and C parameter.
If i understand the advice correctly i need to put the nodes within the cross validation node, which i do not really understand...?
The case is that i have a highly unbalanced dataset so i have to extract many features as possible, in order not so sort out any which might be relevant to the small number of positive cases i have (i am doing a text mining model classification model).
Any reflections would be appreciated...
Kasper
If i understand the advice correctly i need to put the nodes within the cross validation node, which i do not really understand...?
The case is that i have a highly unbalanced dataset so i have to extract many features as possible, in order not so sort out any which might be relevant to the small number of positive cases i have (i am doing a text mining model classification model).
Any reflections would be appreciated...
Kasper