rtidymodelsr-recipesr-parsnip

Stepwise Algorithm in Tidymodels


I found that the Stepwise Algorithm for variable selection implemented natively in R with step() is not integrated in Tidymodels.

I do not know if there is a reason for not using it (because of better procedures), or is it simply a lacking feature.


Solution

  • (Didn't see Julia's message... what she said)

    It's not a huge priority since other methods (e.g. regularization) are uniformly superior methods to feature selection.

    You could create a custom engine to do so or submit an issue for it