Dunbar, Michelle; Murray, John M.; Cysique, Lucette A.; … - In: European Journal of Operational Research 206 (2010) 2, pp. 470-478
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...