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classification - SVM, Overfitting, curse of dimensionality - Cross Validated (regularisation tends to outperform feature selection)

http://stats.stackexchange.com/questions/35276/svm-overfitting-curse-of-dimensionality

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regularisation tends to outperform feature selection (see nipsfsc.ecs.soton.ac.uk and causality.inf.ethz.ch/challenge.php)

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