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A New Support Vector Machine Plus with Pinball Loss

A New Support Vector Machine Plus with Pinball Loss The hinge loss support vector machine (SVM) is sensitive to outliers. This paper proposes a new support vector machine with a pinball loss function (PSVM+). The new model is less sensitive to noise, especially the feature noise around the decision boundary. Furthermore, the PSVM+ is more stable than the hinge loss support vector machine plus (SVM+) for re-sampling. It also embeds the additional information into the corresponding optimization problem, which is helpful to further improve the learning performance. Meanwhile, the computational complexity of the PSVM+ is similar to that of the SVM+. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Classification Springer Journals

A New Support Vector Machine Plus with Pinball Loss

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References (46)

Publisher
Springer Journals
Copyright
Copyright © 2018 by Classification Society of North America
Subject
Statistics; Statistical Theory and Methods; Pattern Recognition; Bioinformatics; Signal,Image and Speech Processing; Psychometrics; Marketing
ISSN
0176-4268
eISSN
1432-1343
DOI
10.1007/s00357-018-9249-y
Publisher site
See Article on Publisher Site

Abstract

The hinge loss support vector machine (SVM) is sensitive to outliers. This paper proposes a new support vector machine with a pinball loss function (PSVM+). The new model is less sensitive to noise, especially the feature noise around the decision boundary. Furthermore, the PSVM+ is more stable than the hinge loss support vector machine plus (SVM+) for re-sampling. It also embeds the additional information into the corresponding optimization problem, which is helpful to further improve the learning performance. Meanwhile, the computational complexity of the PSVM+ is similar to that of the SVM+.

Journal

Journal of ClassificationSpringer Journals

Published: Mar 16, 2018

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