Hi guys.There is some form to generate feature selection with the Boruta algorithm in SAS 9.4 or Viya. or is there a similar procedure in SAS?Thanks
Hello,
Boruta (R Package) is a wrapper method of the Feature selection built around the Random Forest Classifier algorithm.
It works with "shuffled" features , known as Shadow Features.
The Data Science Pilot Action Set inSAS Visual Data Mining and Machine Learning has a generateShadowFeatures action to generate two shadow features per variable.But I have no clue how these are exactly built.https://go.documentation.sas.com/doc/en/pgmsascdc/v_033/casactml/casactml_datasciencepilot_examples4...
Koen
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Use this tutorial as a handy guide to weigh the pros and cons of these commonly used machine learning algorithms.
Find more tutorials on the SAS Users YouTube channel.