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Feature Selection for Multiclass Discrimination via Mixed-Integer Linear Programming
June 2003 (vol. 25 no. 6)
pp. 779-783

Abstract—We reformulate branch-and-bound feature selection employing L_\infty or particular L_p metrics, as mixed-integer linear programming (MILP) problems, affording convenience of widely available MILP solvers. These formulations offer direct influence over individual pairwise interclass margins, which is useful for feature selection in multiclass settings.

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Index Terms:
Feature selection, discrimination, classification, mixed-integer linear programming, branch-and-bound.
Frank J. Iannarilli Jr., Paul A. Rubin, "Feature Selection for Multiclass Discrimination via Mixed-Integer Linear Programming," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 25, no. 6, pp. 779-783, June 2003, doi:10.1109/TPAMI.2003.1201827
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