penalizedSVM (version 1.1.4)

Feature Selection SVM using Penalty Functions

Description

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.

Copy Link

Version

Down Chevron

Install

install.packages('penalizedSVM')

Monthly Downloads

298

Version

1.1.4

License

GPL (>= 2)

Last Published

March 23rd, 2023

Functions in penalizedSVM (1.1.4)