penalizedSVM: Feature Selection SVM using Penalty Functions
Support Vector Machine (SVM) classification with simultaneous feature selection using penalty
functions is implemented. The smoothly clipped absolute deviation (SCAD),
'L1-norm', 'Elastic Net' ('L1-norm' and 'L2-norm') and 'Elastic
SCAD' (SCAD and 'L2-norm') penalties are available. The tuning
parameters can be found using either a fixed grid or a interval
search.
| Version: |
1.1.3 |
| Depends: |
e1071, mlegp, MASS |
| Imports: |
corpcor, statmod, tgp |
| Published: |
2022-05-11 |
| Author: |
Natalia Becker, Wiebke Werft, Axel Benner |
| Maintainer: |
Frederic Bertrand <frederic.bertrand at utt.fr> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
penalizedSVM results |
Documentation:
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Reverse dependencies:
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