Feature selection in machine learning: an exact penalty approach using a Difference of Convex function Algorithm

Verfasser / Beitragende:
[Hoai Le Thi, Hoai Le, Tao Pham Dinh]
Ort, Verlag, Jahr:
2015
Enthalten in:
Machine Learning, 101/1-3(2015-10-01), 163-186
Format:
Artikel (online)
ID: 605477868
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024 7 0 |a 10.1007/s10994-014-5455-y  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10994-014-5455-y 
245 0 0 |a Feature selection in machine learning: an exact penalty approach using a Difference of Convex function Algorithm  |h [Elektronische Daten]  |c [Hoai Le Thi, Hoai Le, Tao Pham Dinh] 
520 3 |a We develop an exact penalty approach for feature selection in machine learning via the zero-norm $$\ell _{0}$$ ℓ 0 -regularization problem. Using a new result on exact penalty techniques we reformulate equivalently the original problem as a Difference of Convex (DC) functions program. This approach permits us to consider all the existing convex and nonconvex approximation approaches to treat the zero-norm in a unified view within DC programming and DCA framework. An efficient DCA scheme is investigated for the resulting DC program. The algorithm is implemented for feature selection in SVM, that requires solving one linear program at each iteration and enjoys interesting convergence properties. We perform an empirical comparison with some nonconvex approximation approaches, and show using several datasets from the UCI database/Challenging NIPS 2003 that the proposed algorithm is efficient in both feature selection and classification. 
540 |a The Author(s), 2014 
690 7 |a Zero-norm  |2 nationallicence 
690 7 |a Feature selection  |2 nationallicence 
690 7 |a Exact penalty  |2 nationallicence 
690 7 |a DC programming  |2 nationallicence 
690 7 |a DCA  |2 nationallicence 
700 1 |a Le Thi  |D Hoai  |u Laboratory of Theoretical and Applied Computer Science (LITA EA 3097), UFR MIM, University of Lorraine, Ile du Saulcy, 57045, Metz, France  |4 aut 
700 1 |a Le  |D Hoai  |u Laboratory of Theoretical and Applied Computer Science (LITA EA 3097), UFR MIM, University of Lorraine, Ile du Saulcy, 57045, Metz, France  |4 aut 
700 1 |a Pham Dinh  |D Tao  |u Laboratory of Mathematics, National Institute for Applied Sciences - Rouen, University of Normandie, Avenue de l'Université, 76801, Saint-Etienne-du-Rouvray cedex, France  |4 aut 
773 0 |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 101/1-3(2015-10-01), 163-186  |x 0885-6125  |q 101:1-3<163  |1 2015  |2 101  |o 10994 
856 4 0 |u https://doi.org/10.1007/s10994-014-5455-y  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10994-014-5455-y  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Le Thi  |D Hoai  |u Laboratory of Theoretical and Applied Computer Science (LITA EA 3097), UFR MIM, University of Lorraine, Ile du Saulcy, 57045, Metz, France  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Le  |D Hoai  |u Laboratory of Theoretical and Applied Computer Science (LITA EA 3097), UFR MIM, University of Lorraine, Ile du Saulcy, 57045, Metz, France  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Pham Dinh  |D Tao  |u Laboratory of Mathematics, National Institute for Applied Sciences - Rouen, University of Normandie, Avenue de l'Université, 76801, Saint-Etienne-du-Rouvray cedex, France  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 101/1-3(2015-10-01), 163-186  |x 0885-6125  |q 101:1-3<163  |1 2015  |2 101  |o 10994