An Information Criterion for Variable Selection in Support Vector Machines.
Gerda ClaeskensChristophe CrouxJohan Van KerckhovenPublished in: J. Mach. Learn. Res. (2008)
Keyphrases
- variable selection
- information criterion
- cross validation
- support vector
- learning machines
- model selection
- hyperparameters
- input variables
- leave one out cross validation
- selection criterion
- ls svm
- generalization error
- kernel function
- classification accuracy
- support vector machine
- sample size
- feature selection
- bayesian information criterion
- kernel methods
- machine learning
- support vector regression
- posterior distribution
- linear discriminant analysis
- neural network
- svm classifier
- probability distribution
- probabilistic model
- active learning
- image processing