Feature selection in SVM via polyhedral k-norm
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Publication:2300635
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- 10.1162/153244303322753616
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- A DC programming approach for feature selection in support vector machines learning
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- Exact Penalty Functions in Constrained Optimization
- Feature Selection via Mathematical Programming
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Cited in
(21)- Essentials of numerical nonsmooth optimization
- Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines
- Sum-of-squares relaxations in robust DC optimization and feature selection
- Proximal operator and optimality conditions for ramp loss SVM
- scientific article; zbMATH DE number 1974047 (Why is no real title available?)
- A three-operator splitting algorithm with deviations for generalized DC programming
- Dual formulation of the sparsity constrained optimization problem: application to classification
- 10.1162/153244303322753751
- Difference of Convex programming in adversarial SVM
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations
- Convex optimization for group feature selection in networked data
- Lagrangian relaxation for SVM feature selection
- Deforming \(\|.\|_1\) into \(\|.\|_{\infty}\) via polyhedral norms: a pedestrian approach
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
- \(l_{0}\)-norm based structural sparse least square regression for feature selection
- DCA for Gaussian kernel support vector machines with feature selection
- The \(F_{\infty}\)-norm support vector machine
- Polytopal balls arising in optimization
- DCA based algorithms for feature selection in multi-class support vector machine
- A DC programming approach for feature selection in support vector machines learning
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