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Feature selection for support vector machines using Generalized Benders Decomposition

delete2015-07-01
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Haldun Aytuğ *
DOI:10.1016/j.ejor.2015.01.006delete
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摘要

摘要

En 中文
We propose an exact method, based on Generalized Benders Decomposition, to select the best M features during induction. We provide details of the method and highlight some interesting parallels between the technique proposed here and some of those published in the literature. We also propose a relaxation of the problem where selecting too many features is penalized. The original method performs well on a variety of data sets. The relaxation, though competitive, is sensitive to the penalty parameter. (C) 2015 Elsevier B.V. All rights reserved.
Keyword:
Data mining
Feature selection
Support vector machines (SVM)
Generalized Benders Decomposition
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期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

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