A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
Logistic regression is one of the widely-used classification tools to construct prediction models. For datasets with a large number of features, feature subset selection methods are considered to obtain accurate and interpretable prediction models, in which irrelevant and redundant features are remo...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-01-01
|
| Series: | EURO Journal on Computational Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2192440623000138 |