Feature Selection SVM using Penalty Functions

Support Vector Machine (SVM) classification with simultaneous feature selection using penalty functions is implemented. The smoothly clipped absolute deviation (SCAD), 'L1-norm', 'Elastic Net' ('L1-norm' and 'L2-norm') and 'Elastic SCAD' (SCAD and 'L2-norm') penalties are available. The tuning parameters can be found using either a fixed grid or a interval search.


Reference manual

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1.1.2 by Natalia Becker, 8 months ago

Browse source code at https://github.com/cran/penalizedSVM

Authors: Natalia Becker , Wiebke Werft , Axel Benner

Documentation:   PDF Manual  

Task views:

GPL (>= 2) license

Imports corpcor, statmod, tgp, lhs

Depends on e1071, mlegp, MASS

Imported by c060.

See at CRAN