Hello everyone, I've performed a feature selection analysis using rfe
function from caret package, on a Linearsvm model.
When I end the analysis (getting for example the rfe object "result") , the result$optVariables
gives me the most important features retained, but I red that VarImp
function would be more adeguate for this purpose; I've tried this and the result is even a longer vector that the one that I could obtain with result$optVariables
. I'm novice in feature selection and I can't understand the difference between these two approaches. How can I get a vector with all the features sorted by importance in this case?
Thank you