Figure 10

Scheme of the E-RFE algorithm. In the case of linear SVM, ; in the non linear case,
, where Z
ij
= y
i
y
j
K(x
i
, x
j
). We chose R
t
= 100, n
int
=
,
and M
t
= 0.2. At the end of the algorithm F, will contain the complete ordered list of the variables, and R will be empty.