A Mixed Integer Linear Programming Support Vector Machine for Cost-Effective Group Feature Selection: Branch-Cut-and-Price Approach

•A cost-effective 1-norm SVM model with group feature selection and its robust model are proposed.•A BCP algorithm is developed to efficiently solve the proposed feature selection models.•The proposed feature selection model can improve economic and predictive performances.•The robust model provides...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:European journal of operational research Ročník 299; číslo 3; s. 1055 - 1068
Hlavní autoři: Lee, In Gyu, Yoon, Sang Won, Won, Daehan
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elsevier B.V 16.06.2022
Témata:
ISSN:0377-2217, 1872-6860
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Abstract •A cost-effective 1-norm SVM model with group feature selection and its robust model are proposed.•A BCP algorithm is developed to efficiently solve the proposed feature selection models.•The proposed feature selection model can improve economic and predictive performances.•The robust model provides a feasible solution by identifying a solution immune to cost uncertainty.•The BCP algorithm can rapidly find optimal solutions for large-scale problems. Recently, cost-based feature selection has received significant attention due to its great ability to achieve promising prediction accuracy at a minimum feature acquisition cost. To further improve its predictive and economic performances, this research proposes a cost-effective 1-norm support vector machine with group feature selection as GFS-CESVM1. Its robust counterpart model, GFS-RCESVM1, is also introduced to address the cost uncertainty of features and feature groups because cost variation commonly exists in real-world problems. The proposed models are formulated as Mixed Integer Linear Programming (MILP). To efficiently solve the proposed SVM MILP models, we develop a Branch-Cut-and-Price (BCP) algorithm that considers only a limited number of variables and/or constraints, which thereby leads to rapid convergence to an optimal solution. Various experimental results on benchmark and synthetic datasets demonstrate that GFS-CESVM1 can achieve competitive outcomes by considering not only individual feature evaluation but also group structural information among features. The GFS-RCESVM1 can identify the subset of features that is immune to cost uncertainty and therefore provide feasible and optimal solutions. Furthermore, our BCP algorithm can dominantly outperform the ordinary BB algorithm for finding better objective value and integrality gap within a short period of time.
AbstractList •A cost-effective 1-norm SVM model with group feature selection and its robust model are proposed.•A BCP algorithm is developed to efficiently solve the proposed feature selection models.•The proposed feature selection model can improve economic and predictive performances.•The robust model provides a feasible solution by identifying a solution immune to cost uncertainty.•The BCP algorithm can rapidly find optimal solutions for large-scale problems. Recently, cost-based feature selection has received significant attention due to its great ability to achieve promising prediction accuracy at a minimum feature acquisition cost. To further improve its predictive and economic performances, this research proposes a cost-effective 1-norm support vector machine with group feature selection as GFS-CESVM1. Its robust counterpart model, GFS-RCESVM1, is also introduced to address the cost uncertainty of features and feature groups because cost variation commonly exists in real-world problems. The proposed models are formulated as Mixed Integer Linear Programming (MILP). To efficiently solve the proposed SVM MILP models, we develop a Branch-Cut-and-Price (BCP) algorithm that considers only a limited number of variables and/or constraints, which thereby leads to rapid convergence to an optimal solution. Various experimental results on benchmark and synthetic datasets demonstrate that GFS-CESVM1 can achieve competitive outcomes by considering not only individual feature evaluation but also group structural information among features. The GFS-RCESVM1 can identify the subset of features that is immune to cost uncertainty and therefore provide feasible and optimal solutions. Furthermore, our BCP algorithm can dominantly outperform the ordinary BB algorithm for finding better objective value and integrality gap within a short period of time.
Author Yoon, Sang Won
Won, Daehan
Lee, In Gyu
Author_xml – sequence: 1
  givenname: In Gyu
  surname: Lee
  fullname: Lee, In Gyu
  email: ilee13@binghamton.edu
  organization: Department of Systems Science and Industrial Engineering, State University of New York at Binghamton Binghamton NY 13902, United States
– sequence: 2
  givenname: Sang Won
  surname: Yoon
  fullname: Yoon, Sang Won
  email: yoons@binghamton.edu
  organization: Department of Systems Science and Industrial Engineering, State University of New York at Binghamton Binghamton NY 13902, United States
– sequence: 3
  givenname: Daehan
  orcidid: 0000-0002-2566-8061
  surname: Won
  fullname: Won, Daehan
  email: dhwon@binghamton.edu
  organization: Department of Systems Science and Industrial Engineering, State University of New York at Binghamton Binghamton NY 13902, United States
BookMark eNp9kMFu2zAMQIWhA5Z2_YGe9APySLm2nGGXLGi7AilWoGuvgizTqYJEMmil6M778dnoTjv0RILkI8h3Kk5iiiTEBUKBgPWXXUG7xIUGjQXqAkr4IBbYGK3qpoYTsYDSGKU1mk_idBx3AIAVVgvxZyXvwit18jZm2hLLTYjkWN5z2rI7HELcyofjMCTO8ol8TizvnH-ehmQ_5es0ZnXV91MnvJC84XQc5DW5fGSSD7Sf6yl-ld_ZRf-s1sesXOzUPQdPcjUMnKZln8XH3u1HOv8Xz8Tj9dWv9Q-1-Xlzu15tlC_rKiuqjQNvlg4r4xxctiXWXQtYVk3X9mDaFhsN2LseDZWNX1K5JGO6rmq8huVleSaat72e0zgy9daH7OYDM7uwtwh2lml3dpZpZ5kWtZ1kTqj-Dx04HBz_fh_69gbR9NRLILajDxQ9dYEnMbZL4T38L-RWkag
CitedBy_id crossref_primary_10_1016_j_measurement_2025_117506
crossref_primary_10_1016_j_ejor_2024_12_014
crossref_primary_10_1108_IMDS_12_2021_0807
crossref_primary_10_1007_s10732_025_09563_4
crossref_primary_10_1007_s00521_024_10043_2
crossref_primary_10_1007_s10614_024_10747_6
crossref_primary_10_1016_j_ejor_2022_11_031
crossref_primary_10_1016_j_jenvman_2022_114999
crossref_primary_10_1016_j_compgeo_2022_105112
crossref_primary_10_1016_j_cor_2023_106441
crossref_primary_10_1016_j_ejor_2025_03_028
crossref_primary_10_1016_j_omega_2024_103207
crossref_primary_10_1007_s10957_023_02352_8
crossref_primary_10_1016_j_compeleceng_2025_110232
crossref_primary_10_3390_bdcc9050119
Cites_doi 10.1080/10556780008805771
10.1109/TKDE.2015.2441716
10.1016/j.knosys.2017.12.008
10.1016/j.ejor.2017.02.037
10.1007/PL00011380
10.1016/S0377-2217(02)00911-6
10.1186/s12864-019-6413-7
10.1080/10556780903087124
10.1111/j.1467-9868.2007.00627.x
10.1016/j.knosys.2015.11.010
10.1016/j.procs.2015.06.035
10.1016/j.patrec.2019.02.011
10.1016/j.orl.2004.04.002
10.1016/j.ins.2014.03.110
10.1016/j.neunet.2013.07.005
10.1080/10618600.2012.681250
10.1016/j.jtbi.2019.110098
10.1039/C4MB00316K
10.1016/j.ejor.2010.02.032
10.1016/j.neucom.2018.07.012
10.19026/rjaset.7.299
10.1287/opre.1030.0065
10.1016/j.ejor.2005.07.023
10.1016/j.patcog.2014.01.008
10.1016/j.knosys.2020.106145
10.1111/j.1467-9868.2005.00532.x
10.1613/jair.120
ContentType Journal Article
Copyright 2021 Elsevier B.V.
Copyright_xml – notice: 2021 Elsevier B.V.
DBID AAYXX
CITATION
DOI 10.1016/j.ejor.2021.12.030
DatabaseName CrossRef
DatabaseTitle CrossRef
DatabaseTitleList
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
Computer Science
Business
EISSN 1872-6860
EndPage 1068
ExternalDocumentID 10_1016_j_ejor_2021_12_030
S0377221721010869
GroupedDBID --K
--M
-~X
.DC
.~1
0R~
1B1
1RT
1~.
1~5
4.4
457
4G.
5GY
5VS
6OB
7-5
71M
8P~
9JN
9JO
AAAKF
AABNK
AACTN
AAEDT
AAEDW
AAIAV
AAIKJ
AAKOC
AALRI
AAOAW
AAQFI
AARIN
AAXUO
AAYFN
ABAOU
ABBOA
ABFNM
ABFRF
ABJNI
ABMAC
ABUCO
ABYKQ
ACAZW
ACDAQ
ACGFO
ACGFS
ACIWK
ACNCT
ACRLP
ACZNC
ADBBV
ADEZE
ADGUI
AEBSH
AEFWE
AEKER
AENEX
AFKWA
AFTJW
AGHFR
AGUBO
AGYEJ
AHHHB
AHZHX
AIALX
AIEXJ
AIGVJ
AIKHN
AITUG
AJOXV
ALMA_UNASSIGNED_HOLDINGS
AMFUW
AMRAJ
AOUOD
APLSM
ARUGR
AXJTR
BKOJK
BKOMP
BLXMC
CS3
DU5
EBS
EFJIC
EFLBG
EO8
EO9
EP2
EP3
F5P
FDB
FIRID
FNPLU
FYGXN
G-Q
GBLVA
GBOLZ
HAMUX
IHE
J1W
KOM
LY1
M41
MHUIS
MO0
MS~
N9A
O-L
O9-
OAUVE
OZT
P-8
P-9
P2P
PC.
PQQKQ
Q38
ROL
RPZ
RXW
SCC
SDF
SDG
SDP
SDS
SES
SPC
SPCBC
SSB
SSD
SSV
SSW
SSZ
T5K
TAE
TN5
U5U
XPP
ZMT
~02
~G-
1OL
29G
41~
9DU
AAAKG
AAQXK
AATTM
AAXKI
AAYWO
AAYXX
ABWVN
ABXDB
ACLOT
ACNNM
ACRPL
ACVFH
ADCNI
ADIYS
ADJOM
ADMUD
ADNMO
ADXHL
AEIPS
AEUPX
AFFNX
AFJKZ
AFPUW
AGQPQ
AI.
AIGII
AIIUN
AKBMS
AKRWK
AKYEP
ANKPU
APXCP
ASPBG
AVWKF
AZFZN
CITATION
EFKBS
EJD
FEDTE
FGOYB
HVGLF
HZ~
R2-
SEW
VH1
WUQ
~HD
ID FETCH-LOGICAL-c365t-e67a0c79a157aa04b316db01358dbf07bb18201faf17e38c9e39e77dd58c20943
ISICitedReferencesCount 15
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000760198500018&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 0377-2217
IngestDate Sat Nov 29 07:20:42 EST 2025
Tue Nov 18 22:39:05 EST 2025
Fri Feb 23 02:39:49 EST 2024
IsPeerReviewed true
IsScholarly true
Issue 3
Keywords Feature selection
Branch-Cut-and-Price
Robust optimization
Support vector machine
Machine learning
Language English
LinkModel OpenURL
MergedId FETCHMERGED-LOGICAL-c365t-e67a0c79a157aa04b316db01358dbf07bb18201faf17e38c9e39e77dd58c20943
ORCID 0000-0002-2566-8061
PageCount 14
ParticipantIDs crossref_citationtrail_10_1016_j_ejor_2021_12_030
crossref_primary_10_1016_j_ejor_2021_12_030
elsevier_sciencedirect_doi_10_1016_j_ejor_2021_12_030
PublicationCentury 2000
PublicationDate 2022-06-16
PublicationDateYYYYMMDD 2022-06-16
PublicationDate_xml – month: 06
  year: 2022
  text: 2022-06-16
  day: 16
PublicationDecade 2020
PublicationTitle European journal of operational research
PublicationYear 2022
Publisher Elsevier B.V
Publisher_xml – name: Elsevier B.V
References Bi, Zhang, Bennett (bib0007) 2004
Simon, Friedman, Hastie, Tibshirani (bib0030) 2013; 22
Unler, Murat (bib0034) 2010; 206
Hernández-Lobato, Hernández-Lobato, Dupont (bib0020) 2013; 14
Lee, Zhang, Yoon, Won (bib0023) 2020
Huo, Xin, Kang, Wang, Ma, Yu (bib0021) 2020; 486
Turney (bib0033) 1994; 2
Wang, Wang, Li, Liu, Zhao, Hu, Wu (bib0035) 2015; 27
Maldonado, Pérez, Weber, Labbé (bib0027) 2014; 279
Maldonado, Pérez, Bravo (bib0026) 2017; 261
Yuan, Lin (bib0037) 2006; 68
Zhang, Zhou (bib0038) 2013; 48
Zhu, Rosset, Tibshirani, Hastie (bib0040) 2004
Liu, Lin, Wu, Wang (bib0025) 2018; 143
Tang, Adam, Si (bib0031) 2018; 317
Zhou, Zhou, Li (bib0039) 2016; 95
Gamrath, G., Fischer, T., Gally, T., Gleixner, A. M., Hendel, G., Koch, T., Maher, S. J., Miltenberger, M., Müller, B., Pfetsch, M. E. et al. (2016). The scip optimization suite 3.2,.
Piramuthu (bib0029) 2004; 156
Bradley, Mangasarian (bib0009) 2000; 13
Yang, Honavar (bib0036) 1998
Elssied, Ibrahim, Osman (bib0016) 2014; 7
Friedman, Hastie, Tibshirani (bib0018)
Bennett, Demiriz, Shawe-Taylor (bib0005) 2000
Freitas, Costa-Pereira, Brazdil (bib0017) 2007
Crone, Lessmann, Stahlbock (bib0013) 2006; 173
Bertsimas, Sim (bib0006) 2004; 52
Turney (bib0032) 2000
Chicco, Jurman (bib0012) 2020; 21
Meier, Van De Geer, Bühlmann (bib0028) 2008; 70
Du, Du, Zhe, Luo, He, Long (bib0015) 2016
.
Ben-Tal, Nemirovski (bib0004) 2000; 88
Ling, Yang, Wang, Zhang (bib0024) 2004
Kumar, Rath, Swain, Rath (bib0022) 2015; 54
Belotti, Lee, Liberti, Margot, Wächter (bib0003) 2009; 24
Bolón-Canedo, Porto-Díaz, Sánchez-Maroño, Alonso-Betanzos (bib0008) 2014; 47
Chen, Zhou, Kang, Wen (bib0011) 2020; 130
Carrizosa, Martin, Morales (bib0010) 2006
Ding, Feng, Chen, Lin (bib0014) 2014; 10
Asuncion, A., & Newman, D. (2007). UCI machine learning repository.
Achterberg, Koch, Martin (bib0001) 2005; 33
Kumar (10.1016/j.ejor.2021.12.030_bib0022) 2015; 54
Piramuthu (10.1016/j.ejor.2021.12.030_bib0029) 2004; 156
Wang (10.1016/j.ejor.2021.12.030_bib0035) 2015; 27
Bertsimas (10.1016/j.ejor.2021.12.030_bib0006) 2004; 52
Liu (10.1016/j.ejor.2021.12.030_bib0025) 2018; 143
Ben-Tal (10.1016/j.ejor.2021.12.030_bib0004) 2000; 88
Elssied (10.1016/j.ejor.2021.12.030_bib0016) 2014; 7
Bi (10.1016/j.ejor.2021.12.030_bib0007) 2004
Tang (10.1016/j.ejor.2021.12.030_bib0031) 2018; 317
Chicco (10.1016/j.ejor.2021.12.030_bib0012) 2020; 21
Maldonado (10.1016/j.ejor.2021.12.030_bib0026) 2017; 261
Zhang (10.1016/j.ejor.2021.12.030_bib0038) 2013; 48
Ding (10.1016/j.ejor.2021.12.030_bib0014) 2014; 10
10.1016/j.ejor.2021.12.030_bib0019
Du (10.1016/j.ejor.2021.12.030_bib0015) 2016
Maldonado (10.1016/j.ejor.2021.12.030_bib0027) 2014; 279
Bradley (10.1016/j.ejor.2021.12.030_bib0009) 2000; 13
Simon (10.1016/j.ejor.2021.12.030_bib0030) 2013; 22
Turney (10.1016/j.ejor.2021.12.030_bib0032) 2000
Bennett (10.1016/j.ejor.2021.12.030_bib0005) 2000
Freitas (10.1016/j.ejor.2021.12.030_bib0017) 2007
Ling (10.1016/j.ejor.2021.12.030_bib0024) 2004
Achterberg (10.1016/j.ejor.2021.12.030_bib0001) 2005; 33
Zhu (10.1016/j.ejor.2021.12.030_bib0040) 2004
Belotti (10.1016/j.ejor.2021.12.030_bib0003) 2009; 24
Yuan (10.1016/j.ejor.2021.12.030_bib0037) 2006; 68
Zhou (10.1016/j.ejor.2021.12.030_bib0039) 2016; 95
Yang (10.1016/j.ejor.2021.12.030_bib0036) 1998
Bolón-Canedo (10.1016/j.ejor.2021.12.030_bib0008) 2014; 47
Chen (10.1016/j.ejor.2021.12.030_bib0011) 2020; 130
Friedman (10.1016/j.ejor.2021.12.030_bib0018)
Turney (10.1016/j.ejor.2021.12.030_bib0033) 1994; 2
Hernández-Lobato (10.1016/j.ejor.2021.12.030_bib0020) 2013; 14
Crone (10.1016/j.ejor.2021.12.030_bib0013) 2006; 173
Unler (10.1016/j.ejor.2021.12.030_bib0034) 2010; 206
Huo (10.1016/j.ejor.2021.12.030_bib0021) 2020; 486
Lee (10.1016/j.ejor.2021.12.030_bib0023) 2020
10.1016/j.ejor.2021.12.030_bib0002
Carrizosa (10.1016/j.ejor.2021.12.030_bib0010) 2006
Meier (10.1016/j.ejor.2021.12.030_bib0028) 2008; 70
References_xml – volume: 206
  start-page: 528
  year: 2010
  end-page: 539
  ident: bib0034
  article-title: A discrete particle swarm optimization method for feature selection in binary classification problems
  publication-title: European Journal of Operational Research
– start-page: 521
  year: 2004
  end-page: 526
  ident: bib0007
  article-title: Column-generation boosting methods for mixture of kernels
  publication-title: Proceedings of the Tenth ACM SIGKDD International Conference On Knowledge Discovery and Data Mining
– volume: 10
  start-page: 2229
  year: 2014
  end-page: 2235
  ident: bib0014
  article-title: Identification of bacteriophage virion proteins by the ANOVA feature selection and analysis
  publication-title: Molecular Biosystems
– volume: 261
  start-page: 656
  year: 2017
  end-page: 665
  ident: bib0026
  article-title: Cost-based feature selection for support vector machines: An application in credit scoring
  publication-title: European Journal of Operational Research
– volume: 88
  start-page: 411
  year: 2000
  end-page: 424
  ident: bib0004
  article-title: Robust solutions of linear programming problems contaminated with uncertain data
  publication-title: Mathematical Programming
– start-page: 15
  year: 2000
  end-page: 25
  ident: bib0032
  article-title: Types of cost in inductive concept learning. in: workshop on cost-sensitive learning
  publication-title: 17th international conference on machine learning university
– volume: 21
  start-page: 1
  year: 2020
  end-page: 13
  ident: bib0012
  article-title: The advantages of the matthews correlation coefficient (MCC) over f1 score and accuracy in binary classification evaluation
  publication-title: BMC Genomics
– ident: bib0018
  article-title: A note on the group lasso and a sparse group lasso
– volume: 68
  start-page: 49
  year: 2006
  end-page: 67
  ident: bib0037
  article-title: Model selection and estimation in regression with grouped variables
  publication-title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
– volume: 2
  start-page: 369
  year: 1994
  end-page: 409
  ident: bib0033
  article-title: Cost-sensitive classification: Empirical evaluation of a hybrid genetic decision tree induction algorithm
  publication-title: Journal of Artificial Intelligence Research
– volume: 33
  start-page: 42
  year: 2005
  end-page: 54
  ident: bib0001
  article-title: Branching rules revisited
  publication-title: Operations Research Letters
– volume: 13
  start-page: 1
  year: 2000
  end-page: 10
  ident: bib0009
  article-title: Massive data discrimination via linear support vector machines
  publication-title: Optimization Methods and Software
– start-page: 69
  year: 2004
  ident: bib0024
  article-title: Decision trees with minimal costs
  publication-title: Proceedings of the 21st international conference on machine learning
– volume: 24
  start-page: 597
  year: 2009
  end-page: 634
  ident: bib0003
  article-title: Branching and bounds tighteningtechniques for non-convex MINLP
  publication-title: Optimization Methods & Software
– start-page: 65
  year: 2000
  end-page: 72
  ident: bib0005
  article-title: A column generation algorithm for boosting
  publication-title: Icml
– year: 2006
  ident: bib0010
  article-title: A column generation approach for support vector machines
  publication-title: Technical Report
– volume: 486
  start-page: 110098
  year: 2020
  ident: bib0021
  article-title: Sgl-svm: A novel method for tumor classification via support vector machine with sparse group lasso
  publication-title: Journal of Theoretical Biology
– volume: 48
  start-page: 32
  year: 2013
  end-page: 43
  ident: bib0038
  article-title: Analysis of programming properties and the row–column generation method for 1-norm support vector machines
  publication-title: Neural Networks
– volume: 130
  start-page: 132
  year: 2020
  end-page: 138
  ident: bib0011
  article-title: Locality-constrained group lasso coding for microvessel image classification
  publication-title: Pattern Recognition Letters
– start-page: 117
  year: 1998
  end-page: 136
  ident: bib0036
  article-title: Feature subset selection using a genetic algorithm
  publication-title: Feature extraction, construction and selection
– volume: 7
  start-page: 625
  year: 2014
  end-page: 638
  ident: bib0016
  article-title: A novel feature selection based on one-way ANOVA f-test for e-mail spam classification
  publication-title: Research Journal of Applied Sciences, Engineering and Technology
– volume: 173
  start-page: 781
  year: 2006
  end-page: 800
  ident: bib0013
  article-title: The impact of preprocessing on data mining: An evaluation of classifier sensitivity in direct marketing
  publication-title: European Journal of Operational Research
– reference: Gamrath, G., Fischer, T., Gally, T., Gleixner, A. M., Hendel, G., Koch, T., Maher, S. J., Miltenberger, M., Müller, B., Pfetsch, M. E. et al. (2016). The scip optimization suite 3.2,.
– volume: 52
  start-page: 35
  year: 2004
  end-page: 53
  ident: bib0006
  article-title: The price of robustness
  publication-title: Operations Research
– volume: 279
  start-page: 163
  year: 2014
  end-page: 175
  ident: bib0027
  article-title: Feature selection for support vector machines via mixed integer linear programming
  publication-title: Information Sciences
– volume: 95
  start-page: 1
  year: 2016
  end-page: 11
  ident: bib0039
  article-title: Cost-sensitive feature selection using random forest: Selecting low-cost subsets of informative features
  publication-title: Knowledge-Based Systems
– volume: 27
  start-page: 3029
  year: 2015
  end-page: 3041
  ident: bib0035
  article-title: Online feature selection with group structure analysis
  publication-title: IEEE Transactions on Knowledge and Data Engineering
– start-page: 303
  year: 2007
  end-page: 312
  ident: bib0017
  article-title: Cost-sensitive decision trees applied to medical data
  publication-title: International Conference on Data Warehousing and Knowledge Discovery
– volume: 22
  start-page: 231
  year: 2013
  end-page: 245
  ident: bib0030
  article-title: A sparse-group lasso
  publication-title: Journal of Computational and Graphical Statistics
– reference: .
– volume: 70
  start-page: 53
  year: 2008
  end-page: 71
  ident: bib0028
  article-title: The group lasso for logistic regression
  publication-title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
– start-page: 239
  year: 2016
  end-page: 252
  ident: bib0015
  article-title: Bayesian group feature selection for support vector learning machines
  publication-title: Pacific-Asia Conference on Knowledge Discovery and Data Mining
– start-page: 49
  year: 2004
  end-page: 56
  ident: bib0040
  article-title: 1-norm support vector machines
  publication-title: Advances in Neural Information Processing Systems
– reference: Asuncion, A., & Newman, D. (2007). UCI machine learning repository.
– volume: 317
  start-page: 42
  year: 2018
  end-page: 49
  ident: bib0031
  article-title: Group feature selection with multiclass support vector machine
  publication-title: Neurocomputing
– volume: 143
  start-page: 42
  year: 2018
  end-page: 57
  ident: bib0025
  article-title: Online multi-label group feature selection
  publication-title: Knowledge-Based Systems
– volume: 156
  start-page: 483
  year: 2004
  end-page: 494
  ident: bib0029
  article-title: Evaluating feature selection methods for learning in data mining applications
  publication-title: European Journal of Operational Research
– volume: 47
  start-page: 2481
  year: 2014
  end-page: 2489
  ident: bib0008
  article-title: A framework for cost-based feature selection
  publication-title: Pattern Recognition
– start-page: 106145
  year: 2020
  ident: bib0023
  article-title: A mixed integer linear programming support vector machine for cost-effective feature selection
  publication-title: Knowledge-Based Systems
– volume: 14
  start-page: 1891
  year: 2013
  end-page: 1945
  ident: bib0020
  article-title: Generalized spike-and-slab priors for bayesian group feature selection using expectation propagation
  publication-title: The Journal of Machine Learning Research
– volume: 54
  start-page: 301
  year: 2015
  end-page: 310
  ident: bib0022
  article-title: Feature selection and classification of microarray data using mapreduce based ANOVA and k-nearest neighbor
  publication-title: Procedia Computer Science
– volume: 13
  start-page: 1
  issue: 1
  year: 2000
  ident: 10.1016/j.ejor.2021.12.030_bib0009
  article-title: Massive data discrimination via linear support vector machines
  publication-title: Optimization Methods and Software
  doi: 10.1080/10556780008805771
– volume: 27
  start-page: 3029
  issue: 11
  year: 2015
  ident: 10.1016/j.ejor.2021.12.030_bib0035
  article-title: Online feature selection with group structure analysis
  publication-title: IEEE Transactions on Knowledge and Data Engineering
  doi: 10.1109/TKDE.2015.2441716
– volume: 14
  start-page: 1891
  issue: 1
  year: 2013
  ident: 10.1016/j.ejor.2021.12.030_bib0020
  article-title: Generalized spike-and-slab priors for bayesian group feature selection using expectation propagation
  publication-title: The Journal of Machine Learning Research
– volume: 143
  start-page: 42
  year: 2018
  ident: 10.1016/j.ejor.2021.12.030_bib0025
  article-title: Online multi-label group feature selection
  publication-title: Knowledge-Based Systems
  doi: 10.1016/j.knosys.2017.12.008
– start-page: 521
  year: 2004
  ident: 10.1016/j.ejor.2021.12.030_bib0007
  article-title: Column-generation boosting methods for mixture of kernels
– volume: 261
  start-page: 656
  issue: 2
  year: 2017
  ident: 10.1016/j.ejor.2021.12.030_bib0026
  article-title: Cost-based feature selection for support vector machines: An application in credit scoring
  publication-title: European Journal of Operational Research
  doi: 10.1016/j.ejor.2017.02.037
– volume: 88
  start-page: 411
  issue: 3
  year: 2000
  ident: 10.1016/j.ejor.2021.12.030_bib0004
  article-title: Robust solutions of linear programming problems contaminated with uncertain data
  publication-title: Mathematical Programming
  doi: 10.1007/PL00011380
– volume: 156
  start-page: 483
  issue: 2
  year: 2004
  ident: 10.1016/j.ejor.2021.12.030_bib0029
  article-title: Evaluating feature selection methods for learning in data mining applications
  publication-title: European Journal of Operational Research
  doi: 10.1016/S0377-2217(02)00911-6
– start-page: 303
  year: 2007
  ident: 10.1016/j.ejor.2021.12.030_bib0017
  article-title: Cost-sensitive decision trees applied to medical data
– volume: 21
  start-page: 1
  issue: 1
  year: 2020
  ident: 10.1016/j.ejor.2021.12.030_bib0012
  article-title: The advantages of the matthews correlation coefficient (MCC) over f1 score and accuracy in binary classification evaluation
  publication-title: BMC Genomics
  doi: 10.1186/s12864-019-6413-7
– volume: 24
  start-page: 597
  issue: 4–5
  year: 2009
  ident: 10.1016/j.ejor.2021.12.030_bib0003
  article-title: Branching and bounds tighteningtechniques for non-convex MINLP
  publication-title: Optimization Methods & Software
  doi: 10.1080/10556780903087124
– volume: 70
  start-page: 53
  issue: 1
  year: 2008
  ident: 10.1016/j.ejor.2021.12.030_bib0028
  article-title: The group lasso for logistic regression
  publication-title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
  doi: 10.1111/j.1467-9868.2007.00627.x
– start-page: 15
  year: 2000
  ident: 10.1016/j.ejor.2021.12.030_bib0032
  article-title: Types of cost in inductive concept learning. in: workshop on cost-sensitive learning
– volume: 95
  start-page: 1
  year: 2016
  ident: 10.1016/j.ejor.2021.12.030_bib0039
  article-title: Cost-sensitive feature selection using random forest: Selecting low-cost subsets of informative features
  publication-title: Knowledge-Based Systems
  doi: 10.1016/j.knosys.2015.11.010
– volume: 54
  start-page: 301
  year: 2015
  ident: 10.1016/j.ejor.2021.12.030_bib0022
  article-title: Feature selection and classification of microarray data using mapreduce based ANOVA and k-nearest neighbor
  publication-title: Procedia Computer Science
  doi: 10.1016/j.procs.2015.06.035
– ident: 10.1016/j.ejor.2021.12.030_bib0019
– start-page: 65
  year: 2000
  ident: 10.1016/j.ejor.2021.12.030_bib0005
  article-title: A column generation algorithm for boosting
– volume: 130
  start-page: 132
  year: 2020
  ident: 10.1016/j.ejor.2021.12.030_bib0011
  article-title: Locality-constrained group lasso coding for microvessel image classification
  publication-title: Pattern Recognition Letters
  doi: 10.1016/j.patrec.2019.02.011
– start-page: 69
  year: 2004
  ident: 10.1016/j.ejor.2021.12.030_bib0024
  article-title: Decision trees with minimal costs
– volume: 33
  start-page: 42
  issue: 1
  year: 2005
  ident: 10.1016/j.ejor.2021.12.030_bib0001
  article-title: Branching rules revisited
  publication-title: Operations Research Letters
  doi: 10.1016/j.orl.2004.04.002
– ident: 10.1016/j.ejor.2021.12.030_bib0002
– volume: 279
  start-page: 163
  year: 2014
  ident: 10.1016/j.ejor.2021.12.030_bib0027
  article-title: Feature selection for support vector machines via mixed integer linear programming
  publication-title: Information Sciences
  doi: 10.1016/j.ins.2014.03.110
– start-page: 49
  year: 2004
  ident: 10.1016/j.ejor.2021.12.030_bib0040
  article-title: 1-norm support vector machines
– volume: 48
  start-page: 32
  year: 2013
  ident: 10.1016/j.ejor.2021.12.030_bib0038
  article-title: Analysis of programming properties and the row–column generation method for 1-norm support vector machines
  publication-title: Neural Networks
  doi: 10.1016/j.neunet.2013.07.005
– volume: 22
  start-page: 231
  issue: 2
  year: 2013
  ident: 10.1016/j.ejor.2021.12.030_bib0030
  article-title: A sparse-group lasso
  publication-title: Journal of Computational and Graphical Statistics
  doi: 10.1080/10618600.2012.681250
– volume: 486
  start-page: 110098
  year: 2020
  ident: 10.1016/j.ejor.2021.12.030_bib0021
  article-title: Sgl-svm: A novel method for tumor classification via support vector machine with sparse group lasso
  publication-title: Journal of Theoretical Biology
  doi: 10.1016/j.jtbi.2019.110098
– volume: 10
  start-page: 2229
  issue: 8
  year: 2014
  ident: 10.1016/j.ejor.2021.12.030_bib0014
  article-title: Identification of bacteriophage virion proteins by the ANOVA feature selection and analysis
  publication-title: Molecular Biosystems
  doi: 10.1039/C4MB00316K
– volume: 206
  start-page: 528
  issue: 3
  year: 2010
  ident: 10.1016/j.ejor.2021.12.030_bib0034
  article-title: A discrete particle swarm optimization method for feature selection in binary classification problems
  publication-title: European Journal of Operational Research
  doi: 10.1016/j.ejor.2010.02.032
– ident: 10.1016/j.ejor.2021.12.030_bib0018
– volume: 317
  start-page: 42
  year: 2018
  ident: 10.1016/j.ejor.2021.12.030_bib0031
  article-title: Group feature selection with multiclass support vector machine
  publication-title: Neurocomputing
  doi: 10.1016/j.neucom.2018.07.012
– year: 2006
  ident: 10.1016/j.ejor.2021.12.030_bib0010
  article-title: A column generation approach for support vector machines
– volume: 7
  start-page: 625
  issue: 3
  year: 2014
  ident: 10.1016/j.ejor.2021.12.030_bib0016
  article-title: A novel feature selection based on one-way ANOVA f-test for e-mail spam classification
  publication-title: Research Journal of Applied Sciences, Engineering and Technology
  doi: 10.19026/rjaset.7.299
– volume: 52
  start-page: 35
  issue: 1
  year: 2004
  ident: 10.1016/j.ejor.2021.12.030_bib0006
  article-title: The price of robustness
  publication-title: Operations Research
  doi: 10.1287/opre.1030.0065
– volume: 173
  start-page: 781
  issue: 3
  year: 2006
  ident: 10.1016/j.ejor.2021.12.030_bib0013
  article-title: The impact of preprocessing on data mining: An evaluation of classifier sensitivity in direct marketing
  publication-title: European Journal of Operational Research
  doi: 10.1016/j.ejor.2005.07.023
– start-page: 117
  year: 1998
  ident: 10.1016/j.ejor.2021.12.030_bib0036
  article-title: Feature subset selection using a genetic algorithm
– volume: 47
  start-page: 2481
  issue: 7
  year: 2014
  ident: 10.1016/j.ejor.2021.12.030_bib0008
  article-title: A framework for cost-based feature selection
  publication-title: Pattern Recognition
  doi: 10.1016/j.patcog.2014.01.008
– start-page: 106145
  year: 2020
  ident: 10.1016/j.ejor.2021.12.030_bib0023
  article-title: A mixed integer linear programming support vector machine for cost-effective feature selection
  publication-title: Knowledge-Based Systems
  doi: 10.1016/j.knosys.2020.106145
– volume: 68
  start-page: 49
  issue: 1
  year: 2006
  ident: 10.1016/j.ejor.2021.12.030_bib0037
  article-title: Model selection and estimation in regression with grouped variables
  publication-title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
  doi: 10.1111/j.1467-9868.2005.00532.x
– start-page: 239
  year: 2016
  ident: 10.1016/j.ejor.2021.12.030_bib0015
  article-title: Bayesian group feature selection for support vector learning machines
– volume: 2
  start-page: 369
  year: 1994
  ident: 10.1016/j.ejor.2021.12.030_bib0033
  article-title: Cost-sensitive classification: Empirical evaluation of a hybrid genetic decision tree induction algorithm
  publication-title: Journal of Artificial Intelligence Research
  doi: 10.1613/jair.120
SSID ssj0001515
Score 2.4681113
Snippet •A cost-effective 1-norm SVM model with group feature selection and its robust model are proposed.•A BCP algorithm is developed to efficiently solve the...
SourceID crossref
elsevier
SourceType Enrichment Source
Index Database
Publisher
StartPage 1055
SubjectTerms Branch-Cut-and-Price
Feature selection
Machine learning
Robust optimization
Support vector machine
Title A Mixed Integer Linear Programming Support Vector Machine for Cost-Effective Group Feature Selection: Branch-Cut-and-Price Approach
URI https://dx.doi.org/10.1016/j.ejor.2021.12.030
Volume 299
WOSCitedRecordID wos000760198500018&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVESC
  databaseName: Elsevier SD Freedom Collection Journals 2021
  customDbUrl:
  eissn: 1872-6860
  dateEnd: 99991231
  omitProxy: false
  ssIdentifier: ssj0001515
  issn: 0377-2217
  databaseCode: AIEXJ
  dateStart: 19950105
  isFulltext: true
  titleUrlDefault: https://www.sciencedirect.com
  providerName: Elsevier
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwtV1LbxMxELZCixAceIQiyks-cIuMYu_DXm4hFCgSVaUWmtvKXnuVRmUTpUkVzvwhfiIe27vZVmlFD1xWkZV1NpkvnvH4m_kQeqtYzGVSUqLjWJJY6JQIk1KSsX4UF3GkDNNObIIfHIjRKDvsdP7UtTAXZ7yqxGqVzf6rqe2YNTaUzt7C3M2kdsC-tka3V2t2e_0nww96305XRrtcH5T02t0mNOs59ESsn64D93IGYXfvh0vZg_jQGIJNYBwOp-cL4lsaA6fI56ogToSDhiMnmhPYIB9AkmNMhssFkZUmTj8eglpXonVtwj8Ev3ZgXqchQ7-hJi8duEH7Ve_zr-V6VfL0gCNpn_9kzR048cMfpRkHnIcUht39gvZP2lrpIs4JY76Is16WmRdOCviLWossaHq2HLbd1IqNzsDnJSbvzGQKnV8ZdYnfcAx0qfP2FY_Y8BRrCtwkhzlymCOnLLdz3EHbjCeZXUe3B_t7o6-N94cA0Z1cha8UCrU8p_Dqk2wOhloBzvFj9DDsTPDAI-oJ6piqi-7VhRFd9KgWAMHBH3TRg1Y3y6fo9wA75OGAPOyRh1vIwwF52CMPB-Rhizx8GXnYIQ8H5OEGee_xJtzhGnc76PunvePhFxI0PkgRpcmCmJTLfsEzSRMuZT9WEU015OYToVXZ50qBwgAtZUm5iUSRmSgznGudiIIBK_YZ2qqmlXmOcCxkqqz_FkoVsU4yEamSMTtDRjXV3OwiWv_YeREa4IMOy1l-vZl3Ua-5Z-bbv9z47qS2YR4CWB-Y5haSN9z34laf8hLdX_-JXqGtxXxpXqO7xcXi9Hz-JuDxL8x-vj0
linkProvider Elsevier
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=A+Mixed+Integer+Linear+Programming+Support+Vector+Machine+for+Cost-Effective+Group+Feature+Selection%3A+Branch-Cut-and-Price+Approach&rft.jtitle=European+journal+of+operational+research&rft.au=Lee%2C+In+Gyu&rft.au=Yoon%2C+Sang+Won&rft.au=Won%2C+Daehan&rft.date=2022-06-16&rft.issn=0377-2217&rft.volume=299&rft.issue=3&rft.spage=1055&rft.epage=1068&rft_id=info:doi/10.1016%2Fj.ejor.2021.12.030&rft.externalDBID=n%2Fa&rft.externalDocID=10_1016_j_ejor_2021_12_030
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0377-2217&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0377-2217&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0377-2217&client=summon