[pymvpa] PCA transformation prior to SVM classification

Yaroslav Halchenko debian at onerussian.com
Mon Nov 29 18:24:11 UTC 2010

On Mon, 29 Nov 2010, Jakob Scherer wrote:
> > or did I misunderstand entirely?
> Actually i wanted to ask: is it possible to get a higher performance
> by feature selection?

yes! (given you have irrelevant features as well, or some times just
redundant noisy ones)
for a simple example just run doc/examples/clfs_examples.py and see
effects of feature selections, or just look at Table 1 of our elderly

moreover, with improper (e.g. double-dipping) feature-selection you
might get unrealistically good "performance" (once with incorrectly
approached RFE I got 100% generalization across subjects without any
alignment ;))

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Yaroslav Halchenko                 www.ohloh.net/accounts/yarikoptic

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