I’m trying to find a feature selection package in R that can be used for regression. Most of the packages implement their methods for classification using a factor or class for the response variable. In particular I’m interested if there’s something using random forest for that purpose. Also if someone knows some good paper in this field would be welcome.
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Richard Hardy
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caretpackage, it has a lot of different tools in it. Alsobestglmandleapsfor best subset selection. – Richard Hardy Mar 18 '15 at 20:20glmnetimplements LASSO and friends, which does feature selection for regression problems. – Christoph Hanck Mar 18 '15 at 20:43