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.

Package details

AuthorNatalia Becker, Wiebke Werft, Axel Benner
MaintainerNatalia Becker <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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penalizedSVM documentation built on May 1, 2019, 9:15 p.m.