We explore simultaneous variable subset selection and kernel selection within SVM classification models. First we apply results from SVM classification models with different kernel functions to a fixed subset of credit client variables provided by a German bank. Free variable subset selection for the bank data is discussed next. A simple stochastic search procedure for variable subset selection is also presented.
CITATION STYLE
Schebesch, K. B., & Stecking, R. (2007). Selecting SVM kernels and input variable subsets in credit scoring models. In Studies in Classification, Data Analysis, and Knowledge Organization (pp. 179–186). Kluwer Academic Publishers. https://doi.org/10.1007/978-3-540-70981-7_21
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