A mixed integer linear programming support vector machine for cost-effective group feature selection: branch-cut-and-price approach

DOI10.1016/J.EJOR.2021.12.030MaRDI QIDQ2670542zbMATH OpenOpenAlexFDO

Authors In Gyu Lee, Sang Won Yoon, Dae Han Won

Publication date 11 March 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2021.12.030

zbMATH Keywords

branch-cut-and-pricefeature selectionmachine learningrobust optimizationsupport vector machine

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Learning and adaptive systems in artificial intelligence (68T05) Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Recommendations

• Mixed integer linear programming for feature selection in support vector machine
• Feature selection for support vector machines via mixed integer linear programming
• Cost-based feature selection for support vector machines: an application in credit scoring
• Cost-sensitive feature selection for support vector machines
• Multi-group support vector machines with measurement costs: A biobjective approach

Cites work

• A discrete particle swarm optimization method for feature selection in binary classification problems
• Analysis of programming properties and the row-column generation method for 1-norm support vector machines
• Branching and bounds tighteningtechniques for non-convex MINLP
• Branching rules revisited
• Cost-based feature selection for support vector machines: an application in credit scoring
• Evaluating feature selection methods for learning in data mining applications.
• Feature selection for support vector machines via mixed integer linear programming
• scientific article; zbMATH DE number 6378011 (Why is no real title available?)
• Massive data discrimination via linear support vector machines
• Model Selection and Estimation in Regression with Grouped Variables
• Robust solutions of linear programming problems contaminated with uncertain data
• SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
• The Group Lasso for Logistic Regression
• The impact of preprocessing on data mining: an evaluation of classifier sensitivity in direct marketing
• The Price of Robustness

Cited in

(10)

• Cost-based feature selection for support vector machines: an application in credit scoring
• Mixed integer linear programming for feature selection in support vector machine
• EFFECT OF THE COMPANY RELATIONSHIP NETWORK ON DEFAULT PREDICTION: EVIDENCE FROM CHINESE LISTED COMPANIES
• Feature selection for support vector machines via mixed integer linear programming
• Margin optimal classification trees
• On computing medians of marked point process data under edit distance
• Dendrograms, minimum spanning trees and feature selection
• Multi-class support vector machine based on minimization of reciprocal-geometric-margin norms
• A novel robust optimization model for nonlinear support vector machine
• Towards a trade-off of interpretability, accuracy and scalability: enhanced formulations in linear classification models

Describes a project that uses

Uses Software

• SCIP
• DistAl
• UCI
• glasso
• SGL-SVM

This page was built for publication: A mixed integer linear programming support vector machine for cost-effective group feature selection: branch-cut-and-price approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2670542)