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
The nature of statistical learning theory
Machine Learning
Machine Learning
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
Machine Learning
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
Estimation of Dependences Based on Empirical Data: Springer Series in Statistics (Springer Series in Statistics)
Bounds on Error Expectation for Support Vector Machines
Neural Computation
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A ranking criterion based on the posterior probability is proposed for feature selection on support vector machines (SVM). This criterion has the advantage that it is directly related to the importance of the features. Four approximations are proposed for the evaluation of this criterion. The performances of these approximations, used in the recursive feature elimination (RFE) approach, are evaluated on various artificial and real-world problems. Three of the proposed approximations show good performances consistently, with one having a slight edge over the other two. Their performances compare favorably with feature selection methods in the literature.