penalizedSVM-package {penalizedSVM}

Feature Selection SVM using Penalty Functions

Description

Feature Selection SVM using penalty functions. The smoothly clipped absolute deviation (SCAD) and L1-norm penalties are availible up to now. Other functions will be implemented in the near feature.

Details

Package:	penaltySVM
Type:	Package
Version:	1.1.3
Date:	2022-05-02
License:	GPL-2
LazyLoad:	yes

The main function is svmfs, see the documentation file with examples

Author(s)

Natalia Becker, Axel Benner, Wiebke Werft

Maintainer: Frederic Bertrand ([e-mail])

References

Zhang, H. H., Ahn, J., Lin, X. and Park, C. (2006). Gene selection using support vector machines with nonconvex penalty. Bioinformatics, 22, pp. 88-95.

Fung, G. and Mangasarian, O. L. (2004). A feature selection newton method for support vector machine classification. Computational Optimization and Applications Journal ,28.2 , pp. 185-202.