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...

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Bibliographic Details

Published in:	European journal of operational research Vol. 299; no. 3; pp. 1055 - 1068
Main Authors:	Lee, In Gyu, Yoon, Sang Won, Won, Daehan
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 16.06.2022
Subjects:	Branch-Cut-and-Price Feature selection Machine learning Robust optimization Support vector machine Feature selection Branch-Cut-and-Price Robust optimization Support vector machine Machine learning
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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