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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Vydané v:	European journal of operational research Ročník 299; číslo 3; s. 1055 - 1068
Hlavní autori:	Lee, In Gyu, Yoon, Sang Won, Won, Daehan
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 16.06.2022
Predmet:	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
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