Dear colleagues,
Please point me out to a variable selection approach or package in the R
environment.
I am particularly interesting in evolutionary/genetic algorithms for
optimization of PLS and SVM models.
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My knowledge is limited by the follows packages:
Package "Subselect" does not seem to be valid, because it handles with
the correlation/covariance matrix only.
Therefore, is it applicable to linear models (am I right?).
Can it be used for the non-linear learning approaches? What is its area of
application?
Package "gafit" can optimize only continuous parameters in a function,
but not the feature selection.
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I will be glad for any recommendations.
Thank you very much.
Sokratis Alikhanidi.
