Stepwise Algorithm in Tidymodels

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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.

1 Answers

(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

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