How do I use weight vector of SVM and logistic regression for feature importance?
I have trained a SVM and logistic regression classifier on my dataset for binary classification. Both classifier provide a weight vector which is of the size of the number of features. I can use this weight vector to select the 10 most important features. For doing that I have turned the weights into t-scores by doing a permutation test. I did 1000 permutations of the class labels and at each permutation I calculated the weight vector.
Apr-30-2016, 17:20:55 GMT