In order to eliminate irrelevant features forclassification, we propose a novel feature selection algorithmcalled Large Margin Distribution Machine Recursive FeatureElimination (LDM-RFE). LDM-RFE uses the latest supportvector based classification algorithm Large Margin DistributionMachine (LDM) to evaluate all the features of samples, and thengenerates a ranked feature list during the procedure of RecursiveFeature Elimination (RFE). In the experiment section, we reportpromising results obtained by LDM-RFE in comparison withseveral common feature selection algorithms on five UCIbenchmark datasets.
- large margin distribution machine
- recursive feature elimination