Model Averaging for Support Vector Machine by J-fold Cross-Validation
Model Averaging for Support Vector Machine by J-fold Cross-Validation
Support vector machine (SVM) is a classical tool to deal with classification problems, which is widely used in biology, statistics and machine learning and good at small sample size and high-dimensional situation. This paper proposes a model averaging method, called SVMMA, to address the uncertainty from deciding which covariates should …