Linear Regression Feature Selection and Trainer
This is a MATLAB implementation of my existing lin-train feature selection code. It provides an abstract and iterative approach to selecting features for simple fitting models, such as linear regression. The training class provides a simple way to do feature selection over a large feature space. The trainer does k-fold cross validation to find features that improve validation scores. When complete, the class has the model coefficients as well as a score.
More details and documentation coming soon.