1. Symmetric LINEX loss twin support vector machine for robust classification and its fast iterative algorithm.
- Author
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Si, Qi, Yang, Zhixia, and Ye, Junyou
- Subjects
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MACHINE learning , *TIME complexity , *SUPPORT vector machines , *ALGORITHMS , *OUTLIERS (Statistics) - Abstract
Twin support vector machine (TSVM) is a practical machine learning algorithm, whereas traditional TSVM can be limited for data with outliers or noises. To address this problem, we propose a novel TSVM with the symmetric LINEX loss function (SLTSVM) for robust classification. There are several advantages of our method: (1) The performance of the proposed SLTSVM for data with outliers or noise can be improved by using the symmetric LINEX loss function. (2) The introduction of regularization term can effectively improve the generalization ability of our model. (3) An efficient iterative algorithm is developed to solve the optimization problems of our SLTSVM. (4) The convergence and time complexity of the iterative algorithm are analyzed in detail. Furthermore, our model does not involve loss function parameter, which makes our method more competitive. Experimental results on synthetic, benchmark and image datasets with label noises and feature noises demonstrate that our proposed method slightly outperforms other state-of-the-art methods on most datasets. • This paper proposes SLTSVM by introducing symmetric LIENX loss function. • An interpretable method is proposed for selecting the loss parameter. • The convergence of the designed solution algorithm are further analyzed. • Experiments show that our method is efficient for data with outliers or noises. [ABSTRACT FROM AUTHOR]
- Published
- 2023
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