How is RFE applied to LSTMs or more involved ML models? I'm guessing this process would be very computationally expensive when dealing with large models, large datasets and extensive feature engineering? Or could we use a reduced model/dataset to identify effective features first, then apply to our actual model? thanks - subscribed.
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Very straight foward. Great tutorial!
Very clear! Thanks for sharing!
so in RFE we subset each feature and then rank them, and then eliminate feature based on that?
How is RFE applied to LSTMs or more involved ML models? I'm guessing this process would be very computationally expensive when dealing with large models, large datasets and extensive feature engineering? Or could we use a reduced model/dataset to identify effective features first, then apply to our actual model? thanks - subscribed.
Is it a must to split data into x_train, x_test, y_train, y_test when using RFE?
For features selection you do not need to split the dataset into training and testing set.
Thank you for your answer@@learnwithvichu