[scikit-learn] recommended feature selection method to train an MLPRegressor

[Thomas Evangelidis]

Which of the following methods would you recommend to select good features
(<=50) from a set of 534 features in order to train a MLPregressor? Please
take into account that the datasets I use for training are small.

http://scikit-learn.org/stable/modules/feature_selection.html

And please don't tell me to use a neural network that supports the dropout
or any other algorithm for feature elimination. This is not applicable in
my case because I want to know the best 50 features in order to append them
to other types of feature that I am confident that are important.


​cheers
Thomas​


-- 

======================================================================

Thomas Evangelidis

Research Specialist
CEITEC - Central European Institute of Technology
Masaryk University
Kamenice 5/A35/1S081,
62500 Brno, Czech Republic

email: tevang at pharm.uoa.gr

          tevang3 at gmail.com


website: https://sites.google.com/site/thomasevangelidishomepage/
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