Efficient variable selection in support vector machines via the alternating direction method of multipliers.

Gui-Bo Ye Yifei Chen Xiaohui Xie

Published in: AISTATS (2011)

Keyphrases

variable selection
cross validation
support vector
ls svm
model selection
input variables
dimension reduction
logistic regression
group lasso
feature selection
high dimensional
collaborative filtering
denoising
input image
convex optimization
data points
training set
alternating direction method of multipliers