Ontology highlight
ABSTRACT:
SUBMITTER: Zhang X
PROVIDER: S-EPMC4709852 | biostudies-literature | 2016 Jan
REPOSITORIES: biostudies-literature
Zhang Xiang X Wu Yichao Y Wang Lan L Li Runze R
Journal of the Royal Statistical Society. Series B, Statistical methodology 20150105 1
The support vector machine (SVM) is a powerful binary classification tool with high accuracy and great flexibility. It has achieved great success, but its performance can be seriously impaired if many redundant covariates are included. Some efforts have been devoted to studying variable selection for SVMs, but asymptotic properties, such as variable selection consistency, are largely unknown when the number of predictors diverges to infinity. In this work, we establish a unified theory for a gen ...[more]