Adaptive huberized support vector machine and its application to microarray classification

@article{Li2010AdaptiveHS,
  title={Adaptive huberized support vector machine and its application to microarray classification},
  author={Juntao Li and Yingmin Jia and Wenlin Li},
  journal={Neural Computing and Applications},
  year={2010},
  volume={20},
  pages={123-132}
}
This paper proposes an adaptive huberized support vector machine for simultaneous classification and gene selection. By introducing the data-driven weights, the proposed support vector machine can adaptively identify the important genes in groups, thus encouraging an adaptive grouping effect. Furthermore, the shrinkage biases for the coefficients of important genes are largely reduced. A reasonable correlation between the two regularization parameters is also given, based on which the solution… CONTINUE READING

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