Simultaneous classification and feature selection via convex quadratic programming with application to HIV-associated neurocognitive disorder assessment

Michelle Dunbar, John M. Murray, Lucette A. Cysique, Bruce J. Brew and Vaithilingam Jeyakumar

European Journal of Operational Research, 2010, vol. 206, issue 2, 470-478

Abstract: Support vector machines (SVMs), that utilize a mixture of the L1-norm and the L2-norm penalties, are capable of performing simultaneous classification and selection of highly correlated features. These SVMs, typically set up as convex programming problems, are re-formulated here as simple convex quadratic minimization problems over non-negativity constraints, giving rise to a new formulation - the pq-SVM method. Solutions to our re-formulation are obtained efficiently by an extremely simple algorithm. Computational results on a range of publicly available datasets indicate that these methods allow greater classification accuracy in addition to selecting groups of highly correlated features. These methods were also compared on a new dataset assessing HIV-associated neurocognitive disorder in a group of 97 HIV-infected individuals.

Keywords: Quadratic; optimization; Support; vector; machines; Classification; Feature; selection; Nonnegativity; constraints; HIV; Neurocognitive; disorder (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377-2217(10)00216-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:206:y:2010:i:2:p:470-478

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().