Fast exact leave-one-out cross-validation of sparse least-squares support vector machines.
Gavin C. CawleyNicola L. C. TalbotPublished in: Neural Networks (2004)
Keyphrases
- leave one out cross validation
- least squares support vector machine
- ls svm
- variable selection
- support vector machine
- cross validation
- high dimensional
- model selection
- kernel learning
- input variables
- generalization error
- kernel matrix
- hyperparameters
- feature selection
- machine learning
- feature subset
- least squares
- svm classifier
- neural network
- multi class
- genetic algorithm
- training data
- supervised learning
- learning algorithm
- active learning