I am trying to select the ten most "important" variables out of 24. The goal is to use the first component of PCA analysis to find these ten variables. I have set "generations_without_improval" in the WeightGuidedFeatureSelection to 14 - so that ten variables are selection. I've tried various numbers and sometimes I get the following error and sometimes I do not. The error I keep getting is, "Process Failed IndexOutOfBoundException caught: Index:0, Size:0.
My process looks like this,
Does anyone know what this error means? I've tried searching the documentation but cannot find it. Does anyone know possibly a different way to use PCA to select the ten most "important" variables (i.e. eliminating the redundant members)? Thanks for any help as it is greatly appreciated!!!