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Forward feature selection for support vector machines

  • US 8,756,174 B2
  • Filed: 12/22/2011
  • Issued: 06/17/2014
  • Est. Priority Date: 05/15/2008
  • Status: Active Grant
First Claim
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1. A method comprising:

  • defining an iteration counter to a predetermined value;

    training, using a processor of a computer system, a Support Vector Machine (SVM) on a subset of features (d′

    ) of a feature set having (d) features of a plurality of training instances to obtain a weight per instance ({right arrow over (α

    )}′

    );

    approximating a quality for the d features of the feature set using the weight per instance;

    ranking the d features of the feature set based on the approximated quality;

    selecting a subset (q) of the features of the feature set based on the ranked approximated quality; and

    iterating training the SVM, approximating the quality, ranking the d features, and selecting the q subset until the q subset is less than a selected threshold.

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