I have text classification problem with over 20k features, 3m objects, and over 3k classes. Data is very sparse. I wrote the program on R. Data matrix in sparseMatrix object. How can I select features on this data? I found package FSelector, but it is not working with sparseMatrix, only data.frame, and I can not convert data due to memory limitation.
How to do feature selection on SparseMatrix matrix in R
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Please take a look at:
FSelector:
https://cran.r-project.org/web/packages/FSelector/FSelector.pdf
varSelRF:
https://cran.r-project.org/web/packages/varSelRF/varSelRF.pdf
R, correlation matrix filters, PCA & backward selection:
http://www.r-bloggers.com/introduction-to-feature-selection-for-bioinformaticians-using-r-correlation-matrix-filters-pca-backward-selection/