A Feature Selection Newton Method for Support Vector Machine Classification

  • Authors:
  • Glenn M. Fung;O. L. Mangasarian

  • Affiliations:
  • gfung@cs.wisc.edu;Computer Sciences Department, University of Wisconsin, Madison, WI 53706, USA. olvi@cs.wisc.edu

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

Abstract

A fast Newton method, that suppresses input space features, is proposed for a linear programming formulation of support vector machine classifiers. The proposed stand-alone method can handle classification problems in very high dimensional spaces, such as 28,032 dimensions, and generates a classifier that depends on very few input features, such as 7 out of the original 28,032. The method can also handle problems with a large number of data points and requires no specialized linear programming packages but merely a linear equation solver. For nonlinear kernel classifiers, the method utilizes a minimal number of kernel functions in the classifier that it generates.