Large margin distribution machine recursive feature elimination
Ge Ou, Yan Wang, Wei Pang, George M. Coghill · 2017
In order to eliminate irrelevant features for classification, we propose a novel feature selection algorithm called Large Margin Distribution Machine Recursive Feature Elimination (LDM-RFE). LDM-RFE uses the latest support vector based classification algorithm Large Margin Distribution Machine (LDM) to evaluate all the features of samples, and then generates a ranked feature list during the procedure of Recursive Feature Elimination (RFE). In the experiment section, we report promising results obtained by LDM-RFE in comparison with several common feature selection algorithms on five UCI benchmark datasets.