Optimizing Sparse Generalized Singular Vectors for Feature Selection in Proximal Support Vector Machines with Application to Breast and Ovarian Cancer Detection

Ugwu, Ugochukwu O., Kirby, Michael

Oct-4-2024–arXiv.org Machine Learning 

This paper presents approaches to compute sparse solutions of Generalized Singular Value Problem (GSVP). The GSVP is regularized by $\ell_1$-norm and $\ell_q$-penalty for $0