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Embedded Feature Selection (FS) is a classical approach for interpretable machine learning, aiming to identify the most relevant features of a dataset while simultaneously training the model. We consider an approach based on a hard…

Optimization and Control · Mathematics 2025-08-01 Federico D'Onofrio , Yuri Faenza , Laura Palagi

This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion…

Optimization and Control · Mathematics 2026-05-11 Masaharu Mori , Shunnosuke Ikeda , Ryuta Tamura , Yuichi Takano , Ryuhei Miyashiro

Many machine learning applications such as in vision, biology and social networking deal with data in high dimensions. Feature selection is typically employed to select a subset of features which im- proves generalization accuracy as well…

Machine Learning · Computer Science 2016-06-15 Yamuna Prasad , Dinesh Khandelwal , K. K. Biswas

Support vector machines (SVMs) rely on the inherent geometry of a data set to classify training data. Because of this, we believe SVMs are an excellent candidate to guide the development of an analytic feature selection algorithm, as…

Machine Learning · Computer Science 2013-04-23 Carly Stambaugh , Hui Yang , Felix Breuer

Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…

Machine Learning · Computer Science 2023-08-23 Lakhdar Remaki

This paper proposes a robust classification model, based on support vector machine (SVM), which simultaneously deals with outliers detection and feature selection. The classifier is built considering the ramp loss margin error and it…

Optimization and Control · Mathematics 2024-03-13 Marta Baldomero-Naranjo , Luisa I. Martínez-Merino , Antonio M. Rodríguez-Chía

Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…

Machine Learning · Statistics 2019-07-19 Weizhong Zhang , Bin Hong , Wei Liu , Jieping Ye , Deng Cai , Xiaofei He , Jie Wang

Feature Selection is a crucial procedure in Data Science tasks such as Classification, since it identifies the relevant variables, making thus the classification procedures more interpretable, cheaper in terms of measurement and more…

Machine Learning · Statistics 2024-01-17 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…

Optimization and Control · Mathematics 2025-07-15 Francesca Maggioni , Andrea Spinelli

Support vector machine (SVM) is a popular classifier known for accuracy, flexibility, and robustness. However, its intensive computation has hindered its application to large-scale datasets. In this paper, we propose a new optimal leverage…

Methodology · Statistics 2023-08-25 Yixin Han , Jun Yu , Nan Zhang , Cheng Meng , Ping Ma , Wenxuan Zhong , Changliang Zou

In this paper, we study the embedded feature selection problem in linear Support Vector Machines (SVMs), in which a cardinality constraint is employed, leading to an interpretable classification model. The problem is NP-hard due to the…

Optimization and Control · Mathematics 2024-12-20 Immanuel Bomze , Federico D'Onofrio , Laura Palagi , Bo Peng

Support vector machines (SVMs) are an important tool in modern data analysis. Traditionally, support vector machines have been fitted via quadratic programming, either using purpose-built or off-the-shelf algorithms. We present an…

Computation · Statistics 2017-05-15 Hien D. Nguyen , Geoffrey J. McLachlan

The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…

Statistics Theory · Mathematics 2008-12-18 Gilles Blanchard , Olivier Bousquet , Pascal Massart

A widely-used tool for binary classification is the Support Vector Machine (SVM), a supervised learning technique that finds the "maximum margin" linear separator between the two classes. While SVMs have been well studied in the batch…

Machine Learning · Computer Science 2014-12-09 Vikram Nathan , Sharath Raghvendra

Support Vector Machine (SVM) stands out as a prominent machine learning technique widely applied in practical pattern recognition tasks. It achieves binary classification by maximizing the "margin", which represents the minimum distance…

Machine Learning · Computer Science 2026-01-21 Zhezheng Hao , Feiping Nie , Rong Wang

The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…

Machine Learning · Computer Science 2020-11-06 Ehsan Sadrfaridpour , Korey Palmer , Ilya Safro

We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised…

Machine Learning · Statistics 2015-02-09 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

Support vector machines (SVMs) are popular learning algorithms to deal with binary classification problems. They traditionally assume equal misclassification costs for each class; however, real-world problems may have an uneven class…

Machine Learning · Computer Science 2022-04-22 Alejandro Rosales-Pérez , Salvador García , Francisco Herrera

Support vector machine (SVM) is a powerful machine learning algorithm to handle classification tasks. However, the classical SVM is developed for binary problems with the assumption of balanced datasets. Obviously, the multi-class…

Machine Learning · Computer Science 2025-02-21 Zhong-Liang Zhang , Jie Yang , Jian-Ming Ru , Xiao-Xi Zhao , Xing-Gang Luo

Support Vector Machines (SVMs) with various kernels have played dominant role in machine learning for many years, finding numerous applications. Although they have many attractive features interpretation of their solutions is quite…

Machine Learning · Computer Science 2019-01-29 Tomasz Maszczyk , Włodzisław Duch
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