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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.
Getting started
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Package details |
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| Author | Natalia Becker [aut], Wiebke Werft [aut], Axel Benner [aut], Frederic Bertrand [cre] |
| Maintainer | Frederic Bertrand <frederic.bertrand@lecnam.net> |
| License | GPL (>= 2) |
| Version | 1.2.0 |
| URL | https://github.com/fbertran/penalizedSVM https://fbertran.github.io/penalizedSVM/ |
| Package repository | View on CRAN |
| Installation |
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