Recursive Feature Elimination with Cross-validation

I want to do Recursive Feature Elimination with Cross-validation in matlab code. How can I do this with functions?

Answer 1

[Christopher McCausland]

Hi,

You can use the sequentialfs() function to preform recusive feature elimination: https://uk.mathworks.com/help/stats/sequentialfs.html.

Remeber to select the name pairs "Direction","backward".

Christopher