- Fan Li, Yiming Yang. 2005. Analysis of recursive feature elimination methods. Abstract: Recursive feature elimination using SVM (SVM-RFE) has become an effective approach in selecting predictive features. For example, [1] found 8 genes from 7,000 for cancer prediction using SVM-RFE. It is not well understood, however, whether the success of SVM-RFE comes from the recursive process or the choice of the classifier? And, more generally, what property of a classifier would make it successful in RFE? We answer this question by examining multiple classifiers (SVM, ridge regression (RR) and Rocchio) with feature selection in recursive and non-recursive settings, on two DNA microarray datasets and a text categorization benchmark dataset (Reuters-21578).
