Cross-validation and feature selection

Hey, So I’m trying to develop a workflow that allows me to do 5-fold cross-validation but with each iteration do a feature selection and at the end, compile all of the best features from all of the 5-fold cross-validation to be used to build a model

Hi @Sliktrav and welcome to the KNIME Community Forum,

For cross validation you can use these nodes:

And for feature selection:

In case you want to do parameter optimization as well:

You can find workflow examples for each node in their correspoinding KNIME Hub webpage as well. In case you have further questions, don’t hesitate to ask.