Feature selection for support vector machines
In the context of support vector machines (SVM), high dimensional input vectors often reduce the computational efficiency and significantly slow down the classification process. In this paper, we propose a strategy to rank individual components according to their influence on the class assignments. This ranking is used to select an appropriate subset of the features. It replaces the original feature set without significant loss in classification accuracy. Often, the generalization ability of the classifier even increases due to the implicit regularization achieved by feature pruning.