Towards Optimal Descriptor Subset Selection with Support Vector Machines in Classification and Regression

In this paper we present a novel method for selecting descriptor subsets by means of Support Vector Machines in classification and regression – the Incremental Regularized Risk Minimization (IRRM) algorithm. In contrast to many other wrapper methods it is fully deterministic and computationally efficient. We compare our method to existing algorithms and present results on a Human Intestinal Absorption (HIA) classification data set and the Huuskonen regression data set for aqueous solubility.