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.


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install.packages("penalizedSVM")

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  


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GPL (>= 2) license


Imports corpcor, statmod, tgp, lhs

Depends on e1071, mlegp, MASS


Imported by c060.


See at CRAN