FEATURE ELIMINATION IN KERNEL MACHINES IN MODERATELY HIGH DIMENSIONS

• 成果类型: Article
• 署名作者: Dasgupta, Sayan; Goldberg, Yair; Kosorok, Michael R.
• 署名单位: University of North Carolina; University of North Carolina Chapel Hill; University of Haifa
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/18-AOS1696
• 发表日期: 2019
• 页码: 497-526
• 关键词: Support vector machines; gene selection; svm-rfe

摘要

We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features. We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions. We present a few case studies to show that the assumptions are met in most practical situations and present simulation results to demonstrate performance of the proposed approach.