SVM-RFE Application of Optimal Brain Damage and Recursive Feature Elimination

3 SVM-RFE Application of Optimal Brain Damage and Recursive Feature Elimination 

Nowadays, as the rapid development of data collection techniques, more and more data are collected, and wrapper methods cannot meet the need of rapid data processing. Then, a number of input pruning methods using SVM have been developed. Guyon and his co-workers proposed to use optimal brain damage as the feature evaluation method and combined it with recursive feature elimination to perform gene selection [64], 

In optimal brain damage (OBD) [43] a criterion,. S, is defined as a variable describing the importance of the i - th feature 

2 2 where the notation -i in. (x, x ) means that component/ has been removed. The feature corresponding to the smallest 5, should be removed. 

In his paper, Rakotomamonjy claimed that OBD was a rather effective criterion for feature selection as compared with some other feature selection criteria[l 13]. 

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