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Feature selection for linear SVMs under uncertain data: Robust optimization based on difference of convex functions algorithms
Institution:1. Laboratory of Theoretical and Applied Computer Science EA 3097 University of Lorraine, Ile du Saulcy, 57045 Metz, France;2. Lorraine Research Laboratory in Computer Science and its Applications CNRS UMR 7503, University of Lorraine, 54506 Nancy, France;3. Laboratory of Mathematics, INSA - Rouen, University of Normandie, 76801 Saint-Etienne-du-Rouvray Cedex, France;1. INRIM, Strada delle Cacce 91, I-10135 Torino, Italy;2. Politecnico di Torino, Dipartimento di Scienza Applicata e Tecnologia, Corso Duca degli Abruzzi 24, I-10129 Torino, Italy;2. Optimization and Systems Theory, KTH Royal Institute of Technology, Stockholm, Sweden;3. RaySearch Laboratories, Stockholm, Sweden;4. Centre for Cancer Research and Cell Biology, Queen’s University Belfast, Belfast, Northern Ireland, UK;1. School of Computer Science, Adaptive Systems Research Group University of Hertfordshire, Collage Lane Campus, College Ln, Hatfield, Hertfordshire AL10 9AB, United Kingdom;2. Clermont University, Blaise Pascal University, Pascal Institute, BP 10448, F-63000 Clermont-Ferrand, France;3. CNRS, UMR 6602, Pascal Institute, F-63171 Aubiere, France;4. Istituto di Scienze e Tecnologie della Cognizione - CNR, Via S. Martino della Battaglia, 44 - 00185 Rome, Italy
Abstract:
Keywords:Feature selection  SVM  Robust optimization  DC programming  DCA
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