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本文提出了一种新型的嵌入式特征选择方法，用于非线性支持向量机分类，通过最小-最大优化问题平衡模型复杂性和分类准确性。该方法利用对偶理论进行等效重构，可使用标准优化软件解决，数值实验表明其在准确性、特征选择和可解释性方面表现出色。
[读论文]A novel embedded min-max approach for feature selection in nonlinear Support Vector Machine classification（2021）
一种用于非线性支持向量机分类中特征选择的新型嵌入式最小-最大方法
Asunci´ on Jim´ enez-Cordero
DOI: 10.1016/j.ejor.2020.12.009
摘要：
In recent years, feature selection has become a challenging problem in several machine learning fifields, particularly in classifification problems. Support Vector Machine (SVM) is a well-known technique applied in (nonlinear) classifification.Various methodologies have been proposed in the literature to select the most relevant features in SVM. Unfortunately, all of them either deal with the fea ture selection problem in the linear classifification setting or pro
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