Module optimization 

Optimization-based feature selection algorithms

This module provides advanced optimization methods for feature selection including convex optimization, semidefinite programming, and proximal gradient methods.

Structs

ADMMFeatureSelector

Alternating Direction Method of Multipliers (ADMM) for feature selection

ConvexFeatureSelector

Convex optimization-based feature selection

IntegerProgrammingFeatureSelector

Integer Programming approach for feature selection

ProximalGradientSelector

Proximal gradient method for feature selection

SemidefiniteFeatureSelector

Semidefinite Programming (SDP) approach for feature selection