Mixed integer linear programming for feature selection in support vector machine
نویسندگان
چکیده
منابع مشابه
Feature selection for Support Vector Machines via Mixed Integer Linear Programming
The performance of classification methods, such as Support Vector Machines, depends heavily on the proper choice of the feature set used to construct the classifier. Feature selection is an NP-hard problem that has been studied extensively in the literature. Most strategies propose the elimination of features independently of classifier construction by exploiting statistical properties of each ...
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In this paper, we propose a formulation of a feature selecting support vector machine based on the L0-norm. We explore a perspective relaxation of the optimization problem and solve it using mixed-integer nonlinear programming (MINLP) techniques. Given a training set of labeled data instances, we construct a maxmargin classifier that minimizes the hinge loss as well as the cardinality of the we...
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ژورنال
عنوان ژورنال: Discrete Applied Mathematics
سال: 2019
ISSN: 0166-218X
DOI: 10.1016/j.dam.2018.10.025