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This cluster will investigate the problem of feature
selections for SVM methods. Di Cook might have data
for this topic. Maybe also think about missing values
problems (in high p) for SVM? Case of mixed data.
Interpretability of SVM methods. From a very informal brainstorming session, various questions arised, among which the following: (1) How does Kernel help feature selection. What is the
connection/mechanism between Kernel and feature selection. How does
feature selection affect SVM classification. One of possible goal is to
develop a model for simultaneous feature selection and classification. (2)
Kernel PCA is a generalization of PCA in the SV favor. How to choose the
best Kernel for Kernel PCA remains a open question. We will study the
intrinsic relations between Kernel PCA and SVM to connect feature
selection and SVM. (3) Feature selection and SVM on short fat data. We can
investigate the missing value problems and data with mixed types in this
setting. With models being developped, Di's data sets can be used for
experimental studies.
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