用于微阵列分类的Huberized多类支持向量机(英文)

• 作 者: 李钧涛 贾英民
• 机 构: The Seventh Research Division,Beihang University,
• 出 处: 自动化学报
• 发表日期: 2010年03期
• 关键词: 支持向量机 Huberized 微阵列 regularization hinge grouping piecewise simultaneous verify

This paper proposes a new multiclass support vector machine(SVM) for simultaneous gene selection and microarray classification.Combining the huberized hinge loss function and the elastic net penalty,the proposed SVM can perform automatic gene selection and encourages a grouping effect.The coeffcient paths of the proposed SVM are shown to be piecewise linear with respect to the single regularization parameter,based on which the solution path algorithm is developed with low computational complexity.Experiments performed on the leukemia data set are provided to verify the obtained results.

This paper proposes a new multiclass support vector machine (SVM) for simultaneous gene selection and microarray classification. Combining the huberized hinge loss function and the elastic net penalty, the proposed SVM can perform automatic gene selection and encourages a grouping effect. The coeffcient paths of the proposed SVM are shown to be piecewise linear with respect to the single regularization parameter, based on which the solution path algorithm is developed with low computational complexity. Experiments performed on the leukemia data set are provided to verify the obtained results.