Novel Feature Selection Method for Nonlinear Support Vector Regression

The development of sparse techniques presents a major challenge to complex nonlinear high-dimensional data. In this paper, we propose a novel feature selection method for nonlinear support vector regression, called FS-NSVR, which first attempts to solve the nonlinear feature selection problem in the...

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Main Authors: Kejia Xu, Ying Xu, Yafen Ye, Weijie Chen
Format: Article
Language:English
Published: Hindawi-Wiley 2022-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2022/4740173
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author Kejia Xu
Ying Xu
Yafen Ye
Weijie Chen
author_facet Kejia Xu
Ying Xu
Yafen Ye
Weijie Chen
author_sort Kejia Xu
collection DOAJ
description The development of sparse techniques presents a major challenge to complex nonlinear high-dimensional data. In this paper, we propose a novel feature selection method for nonlinear support vector regression, called FS-NSVR, which first attempts to solve the nonlinear feature selection problem in the regression technology field. FS-NSVR preserves the representative features selected in the complex nonlinear system due to its use of a feature selection matrix in the original space. FS-NSVR is a challenging mixed-integer programming problem that is solved efficiently by using an alternate iterative greedy algorithm. Experimental results on three artificial datasets and five real-world datasets confirm that FS-NSVR effectively selects representative features and discards redundant features in a nonlinear system. FS-NSVR outperforms L1-norm support vector regression, L1-norm least squares support vector regression, and Lp-norm support vector regression on both feature selection ability and regression efficiency.
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spelling doaj.art-6259be7ee2954059bb75111b30c164dd2022-12-22T04:19:28ZengHindawi-WileyComplexity1099-05262022-01-01202210.1155/2022/4740173Novel Feature Selection Method for Nonlinear Support Vector RegressionKejia Xu0Ying Xu1Yafen Ye2Weijie Chen3School of EconomicsSchool of EconomicsSchool of EconomicsZhijiang CollegeThe development of sparse techniques presents a major challenge to complex nonlinear high-dimensional data. In this paper, we propose a novel feature selection method for nonlinear support vector regression, called FS-NSVR, which first attempts to solve the nonlinear feature selection problem in the regression technology field. FS-NSVR preserves the representative features selected in the complex nonlinear system due to its use of a feature selection matrix in the original space. FS-NSVR is a challenging mixed-integer programming problem that is solved efficiently by using an alternate iterative greedy algorithm. Experimental results on three artificial datasets and five real-world datasets confirm that FS-NSVR effectively selects representative features and discards redundant features in a nonlinear system. FS-NSVR outperforms L1-norm support vector regression, L1-norm least squares support vector regression, and Lp-norm support vector regression on both feature selection ability and regression efficiency.http://dx.doi.org/10.1155/2022/4740173
spellingShingle Kejia Xu
Ying Xu
Yafen Ye
Weijie Chen
Novel Feature Selection Method for Nonlinear Support Vector Regression
Complexity
title Novel Feature Selection Method for Nonlinear Support Vector Regression
title_full Novel Feature Selection Method for Nonlinear Support Vector Regression
title_fullStr Novel Feature Selection Method for Nonlinear Support Vector Regression
title_full_unstemmed Novel Feature Selection Method for Nonlinear Support Vector Regression
title_short Novel Feature Selection Method for Nonlinear Support Vector Regression
title_sort novel feature selection method for nonlinear support vector regression
url http://dx.doi.org/10.1155/2022/4740173
work_keys_str_mv AT kejiaxu novelfeatureselectionmethodfornonlinearsupportvectorregression
AT yingxu novelfeatureselectionmethodfornonlinearsupportvectorregression
AT yafenye novelfeatureselectionmethodfornonlinearsupportvectorregression
AT weijiechen novelfeatureselectionmethodfornonlinearsupportvectorregression