I read the Intel DAAL documentation about its support of Support Vector Machines (SVM). While SVM is a powerful algorithm, I'd like to know if Intel uses any recursive form of SVM to reduce features. In a SVM-Recursive Feature Elimination (RFE), the algorithm recursively reduces the number of features to a specific subset. It works recursively to find values for features and eliminates the the feature with lowest value and repeats until the desired number of features remain. Does Intel use or offer this algorithm?
