Classification model selection via bilevel programming

DOI10.1080/10556780802102586zbMath1151.90541OpenAlexW2138218159MaRDI QIDQ5503687

Gautam Kunapuli, Jing Hu, Jong-Shi Pang, Kristin P. Bennett

Publication date: 16 January 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802102586

zbMATH Keywords

model selectioncross-validationbilevel programmingfeature selectionsupport vector classification

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Related Items (22)

Learning with Limited Samples: Meta-Learning and Applications to Communication Systems ⋮ Efficient optimization of hyper-parameters for least squares support vector regression ⋮ Generic Property of the Partial Calmness Condition for Bilevel Programming Problems ⋮ Directional Necessary Optimality Conditions for Bilevel Programs ⋮ Three modeling paradigms in mathematical programming ⋮ Best subset selection via cross-validation criterion ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ Linear-step solvability of some folded concave and singly-parametric sparse optimization problems ⋮ Difference of convex algorithms for bilevel programs with applications in hyperparameter selection ⋮ On linear programs with linear complementarity constraints ⋮ Unnamed Item ⋮ Feature selection for classification models via bilevel optimization ⋮ A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization ⋮ Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs ⋮ A novel embedded min-max approach for feature selection in nonlinear support vector machine classification ⋮ Global resolution of the support vector machine regression parameters selection problem with LPCC ⋮ Solving bilevel linear programs using multiple objective linear programming ⋮ Bilevel Optimization of Regularization Hyperparameters in Machine Learning ⋮ Constraint Qualifications and Optimality Conditions in Bilevel Optimization ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method ⋮ An algorithm for global solution to bi-parametric linear complementarity constrained linear programs

Uses Software

• filterSQP

This page was built for publication: Classification model selection via bilevel programming