1. A robust projection twin support vector machine with a generalized correntropy-based loss.
- Author
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Ren, Qiangqiang and Yang, Liming
- Subjects
SUPPORT vector machines ,STATISTICS ,MATHEMATICAL optimization - Abstract
The projection twin support vector machine (PTSVM) is a potential tool for classification problem. However the loss function of PTSVM is hinge loss function which is a unbounded loss and not robust enough to outliers. In this work, a robust PTSVM (termed RSHPTSVM) is proposed based on rescaled square hinge loss (RSH-loss) to handle classification problem. A close relationship between RSH-loss and correntropy is established theoretically. The RSH-loss can be viewed as a correntropy-induced loss by a reproducing piecewise kernel. As such a correntropy loss, it has vastly different properties from hinge loss such as boundedness, robustness and nonconvexity. Moreover, RSH-loss is with higher order statistical information from samples. However the nonconvexity of RSHPTSVM makes it difficult to optimize, so that an efficient iterative optimization algorithm based on semi-quadratic optimization theory is proposed to solve RSHPTSVM, which can quickly converge to the optimal solution. Furthermore, we extend our RSHPTSVM from binary classification to multi-classification and propose a robust projection multi-birth support vector machine model (termed RSHPMBSVM). The proposed method is implemented on various datasets including three artificial datasets, UCI datasets, and a practical application dataset. The experiment results under no noise and label noise circumstance confirm the feasibility and effectiveness of the proposed methods. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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