Feature selection for classification models via bilevel optimization

DOI10.1016/j.cor.2018.05.005zbMath1458.90585OpenAlexW2802707468MaRDI QIDQ1734837

Osman Y. Özaltın, Joseph Agor

Publication date: 27 March 2019

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2018.05.005

zbMATH Keywords

classificationbilevel programmingcross validationfeature selection

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonlinear programming (90C30) Learning and adaptive systems in artificial intelligence (68T05) Linear programming (90C05) Combinatorial optimization (90C27)

Related Items (5)

SOCP-based disjunctive cuts for a class of integer nonlinear bilevel programs ⋮ Feature selection using stochastic approximation with Barzilai and Borwein non-monotone gains ⋮ Metaheuristics for bilevel optimization: a comprehensive review ⋮ A novel embedded min-max approach for feature selection in nonlinear support vector machine classification ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• DistAl
• UCI-ml
• glmnet
• msgl

Cites Work

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