Abstract
We show how to implement the cross-validation technique used in machine learning as a slice model. We describe the formulation in terms of support vector machines and extend the GAMS/DEA interface to allow for efficient solutions of linear, mixed integer and simple quadratic slice models under GAMS.
This meterial is based on research partially supported by the National Science Foundation Grant CCR-9972372, the Air Force Office of Scientific Research Grant F49620–01–1–0040, Microsoft Corporation and the Guggenhiem Foundation
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© 2002 Springer-Verlag Berlin Heidelberg
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Ferris, M.C., Voelker, M.M. (2002). Slice Models in GAMS. In: Chamoni, P., Leisten, R., Martin, A., Minnemann, J., Stadtler, H. (eds) Operations Research Proceedings 2001. Operations Research Proceedings 2001, vol 2001. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-50282-8_30
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DOI: https://doi.org/10.1007/978-3-642-50282-8_30
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-43344-6
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