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

feature selectionmachine learningsupport vector machinerobust optimizationbranch-cut-and-price

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 6378011 (Why is no real title available?)
• 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
• 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 Price of Robustness
• The impact of preprocessing on data mining: an evaluation of classifier sensitivity in direct marketing

Cited in

(7)

• On computing medians of marked point process data under edit distance
• Cost-based feature selection for support vector machines: an application in credit scoring
• Mixed integer linear programming for feature selection in support vector machine
• Margin optimal classification trees
• Feature selection for support vector machines via mixed integer linear programming
• EFFECT OF THE COMPANY RELATIONSHIP NETWORK ON DEFAULT PREDICTION: EVIDENCE FROM CHINESE LISTED COMPANIES
• Dendrograms, minimum spanning trees and feature selection

Describes a project that uses

Uses Software

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

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