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Register a new userFeature Elimination in Kernel Machines in moderately high dimensions
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Added by
Sayan Dasgupta
Publication date
2013
fields
Mathematical Statistics
and research's language is
English
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We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features.We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions.We present four case studies to show that the assumptions are met in most practical situations and present simulation results to demonstrate performance of the proposed approach.
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