Better messaging around failures in RFE

[mikekaminsky]

This failure message in RFE could be more helpful. I just spent two hours debugging my own stupid mistake where I failed to drop one of my dummy-variable columns :(.

To help people in the future, maybe we could add something like: "This may be caused by having zero-variance predictors, excessively-correlated predictors, or you may have failed to drop one of your dummy variables."

[topepo]

Agreed! I expanded it a little.

[ashvin-p]

I am getting the "This may be caused by having zero-variance predictors, excessively-correlated predictors, or you may have failed to drop one of your dummy variables." error now. I checked for zero variation predictors and removed highly correlated predictors. So I assume that i need to drop one of my dummy variables. How do I know which column to drop? And what does "failed to drop one of your dummy variables" mean?

Ashvin

[topepo]

You can filter these out when you build the model but using "zv" in the list of preProc arguments to train.

And what does "failed to drop one of your dummy variables" mean?

That means you have dummy variables for all of the factor levels (instead of leaving one out). This can cause a linear dependency in the X matrix.