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How to extract best features using MRMR function?

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I extracted features using wavelet scattering that is for each time series (36 x 361) features. my response is either 0 or 1 for each cell. I am trying to use the MRMR function to select the best features among the 361 features.
A screenshot of the data is attached.

Answers (1)

Aditya Patil
Aditya Patil on 12 Jul 2021
As per my understanding, you are looking to get the feature importance using the minimum redundancy maximum relevance algorithm.
The fscmrmr algorithm gives you the feature importance of the predictors. You can follow the example about Rank Predictors by Importance for more details.


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