penalizedSVM: a R-package for feature selection SVM classification.

Abstract

Support vector machine (SVMs) classification is a widely used and one of the most powerful classification techniques. However, a major limitation is that SVM cannot perform automatic gene selection. To overcome this restriction, a number of penalized feature selection methods have been proposed. In the R package 'penalizedSVM' implemented penalization functions L(1) norm and Smoothly Clipped Absolute Deviation (SCAD) provide automatic feature selection for SVM classification tasks. The R package 'penalizedSVM' is available from the Comprehensive R Archive Network (http://cran.r-project.org/) under GPL-2 or later.