Feature selection and feature extraction using MATLAB

In MATLAB, there are several built-in functions and toolboxes that can be used for dimensionality reduction. In the next section, we will explore some practical examples of the dimensionality reduction algorithm in the MATLAB environment.

Stepwise regression for feature selection

Regression analysis is a valuable approach for understanding the impact of independent variables on a dependent variable. It allows us to identify predictors that hold greater influence over the model’s response. Stepwise regression is a variable selection method used to choose a subset of predictors that exhibit the strongest relationship with the dependent variable. There are three common variable selection algorithms:

• Forward method: The forward method starts with an empty model, where no predictors are initially selected. In the first step, the variable showing the most significant association at a statistical level is added. In...