New mixed integer fractional programming problem and some multi-objective models for sparse optimization

We propose a novel Mixed-Integer Nonlinear Programming (MINLP) model for sparse optimization based on the polyhedral k-norm. We put special emphasis on the application of sparse optimization in Feature Selection for Support Vector Machine (SVM) classification. We address the continuous relaxation of...

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Vydané v:Soft computing (Berlin, Germany) Ročník 27; číslo 21; s. 15893 - 15904
Hlavní autori: Pirouz, Behzad, Gaudioso, Manlio
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2023
Springer Nature B.V
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ISSN:1432-7643, 1433-7479
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Shrnutí:We propose a novel Mixed-Integer Nonlinear Programming (MINLP) model for sparse optimization based on the polyhedral k-norm. We put special emphasis on the application of sparse optimization in Feature Selection for Support Vector Machine (SVM) classification. We address the continuous relaxation of the problem, which comes out in the form of a fractional programming problem (FPP). In particular, we consider a possible way for tackling FPP by reformulating it via a DC (Difference of Convex) decomposition. We also overview the SVM models and the related Feature Selection in terms of multi-objective optimization. The results of some numerical experiments on benchmark classification datasets are reported.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
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content type line 14
ISSN:1432-7643
1433-7479
DOI:10.1007/s00500-023-08839-w