Multi-view SVM Classification with Feature Selection

Abstract

With the rapid development of data mining technology, multi-view learning (MVL) has become a new research field, which has attracted wide attention of scholars at home and abroad. Multi-view learning is to combine multiple view data of the same entity for data classification, thereby improving learning performance. Previous multi-view research methods mainly concentrate on the relationship between different data views for classification problems. However, when the data is in high dimensions, it is necessary to perform feature selection in the multi-view data classification process. In this paper, we proposed a Multi-view Support Vector Machine Classification with Feature Selection (MSVMCFS) algorithm, which can not only classify multi-view data, but also select features for each view data in the process of classification. In the model, feature selection is performed by the l1 norm sparsity regularization, and consistency and complementarity between the two views are maintained. To achieve the optimization goal, we adopt linear programming to solve the model. The experimental results on 30 binary datasets demonstrate the validity of the model.