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wekalinear-regressionpca

Can linear regression be done on PCA output in WEKA

If I am doing attribute selection via PCA using Ranker, after I get the output how can i perform Linear regression on it? Is it posible?

Solution

  • You can use the AttributeSelectedClassifier (located in the meta section). There you should configure the evaluator and the search algorithms to PrincipalComponents and Ranker and the classifier to LinearRegression.

    Another option is to apply a PrincipalComponents filter on the data.