Binarized Support Vector Machines

  title={Binarized Support Vector Machines},
  author={Emilio Carrizosa and Belen Martin-Barragan and Dolores Romero Morales},
  journal={INFORMS Journal on Computing},
The widely used Support Vector Machine (SVM) method has shown to yield very good results in Supervised Classification problems. Other methods such as Classification Trees have become more popular among practitioners than SVM thanks to their interpretability, which is an important issue in Data Mining. In this work, we propose an SVM-based method that automatically detects the most important predictor variables, and the role they play in the classifier. In particular, the proposed method is able… CONTINUE READING
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