Variable Selection for Support Vector Machines in Moderately High Dimensions

DOI10.1111/RSSB.12100zbMath1411.62176OpenAlexW2112090892WikidataQ36454190 ScholiaQ36454190MaRDI QIDQ5743225

Xiang Zhang, Yichao Wu, Lan Wang, Run-Ze Li

Publication date: 9 May 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4709852

zbMATH Keywords

support vector machinesvariable selectionoracle propertylocal linear approximationnon-convex penaltyultrahigh dimensions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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