Feature selection via Least Squares Support Feature Machine | |
Li, JP; Chen, ZY; Wei, LW; Xu, WX; Kou, G | |
刊名 | INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING |
2007 | |
卷号 | 6期号:4页码:16,671-686 |
关键词 | Feature Selection Support Vector Machine Credit Assessment |
ISSN号 | 0219-6220 |
英文摘要 | In many applications such as credit risk management, data are represented as high-dimensional feature vectors. It makes the feature selection necessary to reduce the computational complexity, improve the generalization ability and the interpretability. In this paper, we present a novel feature selection method -"Least Squares Support Feature Machine" (LS-SFM). The proposed method has two advantages comparing with conventional Support Vector Machine (SVM) and LS-SVM. First, the convex combinations of basic kernels are used as the kernel and each basic kernel makes use of a single feature. It transforms the feature selection problem that cannot be solved in the context of SVM to an ordinary multiple-parameter learning problem. Second, all parameters are learned by a two stage iterative algorithm. A 1-norm based regularized cost function is used to enforce sparseness of the feature parameters. The " support features" refer to the respective features with nonzero feature parameters. Experimental study on some of the UCI datasets and a commercial credit card dataset demonstrates the effectiveness and efficiency of the proposed approach. |
学科主题 | Computer Science ; Artificial Intelligence ; Information Systems ; Interdisciplinary Applications ; Computer Science ; Computer Science ; Operations Research & Management Science |
语种 | 英语 |
公开日期 | 2012-11-12 |
内容类型 | 期刊论文 |
源URL | [http://ir.casipm.ac.cn/handle/190111/4795] |
专题 | 科技战略咨询研究院_中国科学院科技政策与管理科学研究所(1985年6月-2015年12月) |
推荐引用方式 GB/T 7714 | Li, JP,Chen, ZY,Wei, LW,et al. Feature selection via Least Squares Support Feature Machine[J]. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,2007,6(4):16,671-686. |
APA | Li, JP,Chen, ZY,Wei, LW,Xu, WX,&Kou, G.(2007).Feature selection via Least Squares Support Feature Machine.INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,6(4),16,671-686. |
MLA | Li, JP,et al."Feature selection via Least Squares Support Feature Machine".INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 6.4(2007):16,671-686. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论