Lagrangian relaxation for SVM feature selection
نویسندگان
چکیده
منابع مشابه
Lagrangian relaxation for SVM feature selection
We discuss a Lagrangian-relaxation-based heuristics for dealing with feature selection in a standard L1 norm Support Vector Machine (SVM) framework for binary classification. The feature selection model we adopt is a Mixed Binary Linear Programming problem and it is suitable for a Lagrangian relaxation approach. Based on a property of the optimal multiplier setting, we apply a consolidated nons...
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ژورنال
عنوان ژورنال: Computers & Operations Research
سال: 2017
ISSN: 0305-0548
DOI: 10.1016/j.cor.2017.06.001