Feature Selection for SVMs

We introduce a method of feature selection for Support Vector Machines. The method is based upon finding those features which minimize bounds on the leave-one-out error. This search can be efficiently performed via gradient descent. The resulting algorithms are shown to be superior to some standard...

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Bibliographic Details
Main Authors: Poggio, Tomaso A., Weston, Jason, Mukherjee, Sayan, Pontil, Massimiliano, Chapelle, Olivier, Vapnik, Vladimir
Other Authors: Massachusetts Institute of Technology. Center for Biological & Computational Learning
Format: Article
Language:en_US
Published: Neural Information Processing Systems Foundation 2016
Online Access:http://hdl.handle.net/1721.1/102484
https://orcid.org/0000-0002-3944-0455
Description
Summary:We introduce a method of feature selection for Support Vector Machines. The method is based upon finding those features which minimize bounds on the leave-one-out error. This search can be efficiently performed via gradient descent. The resulting algorithms are shown to be superior to some standard feature selection algorithms on both toy data and real-life problems of face recognition, pedestrian detection and analyzing DNA micro array data.