Optimizing Sparse Generalized Singular Vectors for Feature Selection in Proximal Support Vector Machines with Application to Breast and Ovarian Cancer Detection

Ugochukwu O. Ugwu, Michael Kirby

This paper presents approaches to compute sparse solutions of Generalized Singular Value Problem (GSVP). The GSVP is regularized by ${\ell }_1$-norm and ${\ell }_q$-penalty for $0<q<1$,…