Semi-Definite Programming Task

See: Definite Programming, Linear Programming, Eigenvalue Decomposition.

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References

2006

• (Nguyen et al., 2014) ⇒ Xuan Vinh Nguyen, Jeffrey Chan, Simone Romano, and James Bailey. (2014). “Effective Global Approaches for Mutual Information based Feature Selection.” In: Proceedings of the 20th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD-2014) Journal. ISBN:978-1-4503-2956-9 doi:10.1145/2623330.2623611
  • QUOTE: In this paper, we take a systematic approach to the problem of global MI-based feature selection. We show how the resulting NP-hard global optimization problem could be efficiently approximately solved via spectral relaxation and semi-definite programming techniques.

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