Determining significance of predictors in R



Hello all,
I would like to know the importance and relative importance of predictors(say 100 in number) without having to build a model like random forest.
Is it possible ? If yes, how ?



Hi NSS - Azure Machine Learning has a module called ‘Filter Based Feature Selection’ that helps in selecting features with the highest predictive power. Pls. check out this link: Even if you are not using Azure ML, the information provided on the web page will be useful to devise a way of finding relative feature importance. Hope this helps.



Just to complete my previous post - one can also use packages like the Boruta package in R for feature selection - Having said that Boruta is just a wrapper on top of Random Forests algorithm.



Thank you for the answer. It helped :slight_smile:



You can try something different with package “woe”…

Kind Regards,
Carlos Ortega


You can try information value .