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Feature elimination in kernel machines in moderately high dimensions. (English) Zbl 1420.68167

Summary: We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features. We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions. We present a few case studies to show that the assumptions are met in most practical situations and present simulation results to demonstrate performance of the proposed approach.

MSC:

68T05 Learning and adaptive systems in artificial intelligence
62H30 Classification and discrimination; cluster analysis (statistical aspects)
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