An efficient model selection for linear discriminant function-based recursive feature elimination.

Model selection is an important issue in support vector machine-based recursive feature elimination (SVM-RFE). However, performing model selection on a linear SVM-RFE is difficult because the generalization error of SVM-RFE is hard to estimate. This paper proposes an approximation method to evaluate...

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Publicado en:Journal of Biomedical Informatics Vol. 129
Autores principales: Ding, Xiaojian, Yang, Fan, Ma, Fuming
Formato: research Journal Article
Publicado: Academic Press Inc. May2022
Acceso en línea:Ver este registro en EBSCOhost
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      dt: May2022
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      pub: Academic Press Inc.
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        atl: An efficient model selection for linear discriminant function-based recursive feature elimination.
      aug:
        au:
          Ding, Xiaojian
          Yang, Fan
          Ma, Fuming
        affil: College of Information Engineering, Nanjing University of Finance and Economics, Nanjing 210023, China
      sug:
        subj:
          Algorithms
          Discriminant Analysis
          Bioinformatics Methods
      ab: Model selection is an important issue in support vector machine-based recursive feature elimination (SVM-RFE). However, performing model selection on a linear SVM-RFE is difficult because the generalization error of SVM-RFE is hard to estimate. This paper proposes an approximation method to evaluate the generalization error of a linear SVM-RFE, and designs a new criterion to tune the penalty parameter C. As the computational cost of the proposed algorithm is expensive, several alpha seeding approaches are proposed to reduce the computational complexity. We show that the performance of the proposed algorithm exceeds that of the compared algorithms on bioinformatics datasets, and empirically demonstrate the computational time saving achieved by alpha seeding approaches.
      pubtype: Academic Journal
      doctype:
        research
        Journal Article
      ougenre: Article
    language: English
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