A training algorithm for optimal margin classifiers
COLT '92 Proceedings of the fifth annual workshop on Computational learning theory
The nature of statistical learning theory
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Machine Learning
Machine Learning
Wrappers for feature subset selection
Artificial Intelligence - Special issue on relevance
Making large-scale support vector machine learning practical
Advances in kernel methods
Fast training of support vector machines using sequential minimal optimization
Advances in kernel methods
An introduction to support Vector Machines: and other kernel-based learning methods
An introduction to support Vector Machines: and other kernel-based learning methods
Machine Learning
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Choosing Multiple Parameters for Support Vector Machines
Machine Learning
Feature Selection via Concave Minimization and Support Vector Machines
ICML '98 Proceedings of the Fifteenth International Conference on Machine Learning
Bayesian trigonometric support vector classifier
Neural Computation
An introduction to variable and feature selection
The Journal of Machine Learning Research
Variable selection using svm based criteria
The Journal of Machine Learning Research
Combined SVM-Based Feature Selection and Classification
Machine Learning
Feature Extraction: Foundations and Applications (Studies in Fuzziness and Soft Computing)
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Bounds on Error Expectation for Support Vector Machines
Neural Computation
Which is the best multiclass SVM method? an empirical study
MCS'05 Proceedings of the 6th international conference on Multiple Classifier Systems
Efficient tuning of SVM hyperparameters using radius/margin bound and iterative algorithms
IEEE Transactions on Neural Networks
Bayesian support vector regression using a unified loss function
IEEE Transactions on Neural Networks
Feature selection for SVM via optimization of kernel polarization with Gaussian ARD kernels
Expert Systems with Applications: An International Journal
Feature selection for support vector regression using probabilistic prediction
Proceedings of the 16th ACM SIGKDD international conference on Knowledge discovery and data mining
Computational Biology and Chemistry
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Expert Systems with Applications: An International Journal
Probabilistic outputs for twin support vector machines
Knowledge-Based Systems
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Supervised feature subset selection with ordinal optimization
Knowledge-Based Systems
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Feature selection is an important aspect of solving data-mining and machine-learning problems. This paper proposes a feature-selection method for the Support Vector Machine (SVM) learning. Like most feature-selection methods, the proposed method ranks all features in decreasing order of importance so that more relevant features can be identified. It uses a novel criterion based on the probabilistic outputs of SVM. This criterion, termed Feature-based Sensitivity of Posterior Probabilities (FSPP), evaluates the importance of a specific feature by computing the aggregate value, over the feature space, of the absolute difference of the probabilistic outputs of SVM with and without the feature. The exact form of this criterion is not easily computable and approximation is needed. Four approximations, FSPP1-FSPP4, are proposed for this purpose. The first two approximations evaluate the criterion by randomly permuting the values of the feature among samples of the training data. They differ in their choices of the mapping function from standard SVM output to its probabilistic output: FSPP1 uses a simple threshold function while FSPP2 uses a sigmoid function. The second two directly approximate the criterion but differ in the smoothness assumptions of criterion with respect to the features. The performance of these approximations, used in an overall feature-selection scheme, is then evaluated on various artificial problems and real-world problems, including datasets from the recent Neural Information Processing Systems (NIPS) feature selection competition. FSPP1-3 show good performance consistently with FSPP2 being the best overall by a slight margin. The performance of FSPP2 is competitive with some of the best performing feature-selection methods in the literature on the datasets that we have tested. Its associated computations are modest and hence it is suitable as a feature-selection method for SVM applications.