Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Feature Selection Method for Multivariate Performance Measures   Feature selection with specific multivariate performance measures is the key
to the success of many applications, such as image retrieval and text
classification. The existing feature selection methods are usually designed for
classification error. In this paper, we propose a generalized sparse
regularizer. Based on the proposed regularizer, we present a unified feature
selection framework for general loss functions. In particular, we study the
novel feature selection paradigm by optimizing multivariate performance
measures. The resultant formulation is a challenging problem for
high-dimensional data. Hence, a two-layer cutting plane algorithm is proposed
to solve this problem, and the convergence is presented. In addition, we adapt
the proposed method to optimize multivariate measures for multiple instance
learning problems. The analyses by comparing with the state-of-the-art feature
selection methods show that the proposed method is superior to others.
Extensive experiments on large-scale and high-dimensional real world datasets
show that the proposed method outperforms $l_1$-SVM and SVM-RFE when choosing a
small subset of features, and achieves significantly improved performances over
SVM$^{perf}$ in terms of $F_1$-score.

2
The categories of this paper are: math
32
The categories of this paper are: atom-ph
17
The categories of this paper are: q-fin
5
The categories of this paper are: gr-qc
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
24
The categories of this paper are: dg-ga
0
The categories of this paper are: hep-ph
9
The categories of this paper are: nlin
14
The categories of this paper are: math-ph
6
The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph
11
The categories of this paper are: hep-lat
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg