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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
Browse package contents
Package details |
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| Author | Natalia Becker, Wiebke Werft, Axel Benner |
| Maintainer | Frederic Bertrand <frederic.bertrand@utt.fr> |
| License | GPL (>= 2) |
| Version | 1.1.4 |
| Package repository | View on CRAN |
| Installation |
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