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Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…

Machine Learning · Statistics 2023-12-25 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

Support vector machines (SVMs) appeared in the early nineties as optimal margin classifiers in the context of Vapnik's statistical learning theory. Since then SVMs have been successfully applied to real-world data analysis problems, often…

Statistics Theory · Mathematics 2016-08-16 Javier M. Moguerza , Alberto Muñoz

When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelevant predictors. The lasso and other variable selection…

Machine Learning · Statistics 2008-02-22 Seongho Wu , Hui Zou , Ming Yuan

The paper deals with the adaptation of a new measure for the unsupervised feature selection problems. The proposed measure is based on space filling concept and is called the coverage measure. This measure was used for judging the quality…

Machine Learning · Statistics 2017-06-28 Mohamed Laib , Mikhail Kanevski

Feature Selection is a crucial procedure in Data Science tasks such as Classification, since it identifies the relevant variables, making thus the classification procedures more interpretable, cheaper in terms of measurement and more…

Machine Learning · Statistics 2024-01-17 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

Support Vector Machines (SVMs) are among the most fundamental tools for binary classification. In its simplest formulation, an SVM produces a hyperplane separating two classes of data using the largest possible margin to the data. The focus…

Machine Learning · Computer Science 2020-06-04 Allan Grønlund , Lior Kamma , Kasper Green Larsen

In this paper, we study the embedded feature selection problem in linear Support Vector Machines (SVMs), in which a cardinality constraint is employed, leading to an interpretable classification model. The problem is NP-hard due to the…

Optimization and Control · Mathematics 2024-12-20 Immanuel Bomze , Federico D'Onofrio , Laura Palagi , Bo Peng

Support vector machines (SVM) is one of the well known supervised classes of learning algorithms. Furthermore, the conic-segmentation SVM (CS-SVM) is a natural multiclass analogue of the standard binary SVM, as CS-SVM models are dealing…

Machine Learning · Computer Science 2022-09-23 Shen Peng , Gianpiero Canessa , Zhihua Allen-Zhao

The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected…

Machine Learning · Statistics 2016-02-15 Hong Zhao

This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion…

Optimization and Control · Mathematics 2026-05-11 Masaharu Mori , Shunnosuke Ikeda , Ryuta Tamura , Yuichi Takano , Ryuhei Miyashiro

This paper deals with an extension of the Support Vector Machine (SVM) for classification problems where, in addition to maximize the margin, i.e., the width of strip defined by the two supporting hyperplanes, the minimum of the ordered…

Optimization and Control · Mathematics 2021-07-15 Alfredo Marín , Luisa I. Martínez-Merino , Justo Puerto , Antonio M. Rodríguez-Chía

We address the problem of model selection for Support Vector Machine (SVM) classification. For fixed functional form of the kernel, model selection amounts to tuning kernel parameters and the slack penalty coefficient $C$. We begin by…

Disordered Systems and Neural Networks · Physics 2007-05-23 Carl Gold , Peter Sollich

We introduce a principal support vector machine (PSVM) approach that can be used for both linear and nonlinear sufficient dimension reduction. The basic idea is to divide the response variables into slices and use a modified form of support…

Statistics Theory · Mathematics 2012-03-14 Bing Li , Andreas Artemiou , Lexin Li

Several works have addressed the problem of incorporating constraints in the reinforcement learning (RL) framework, however majority of them can only guarantee the satisfaction of soft constraints. In this work, we address the problem of…

Machine Learning · Computer Science 2020-06-16 Kwangyeon Kim , Akshita Gupta , Hong-Cheol Choi , Inseok Hwang

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

This paper investigates the theoretical problem of maintaining linear separability of the data-generating distribution under linear compression. While it has been long known that linear separability may be maintained by linear…

Machine Learning · Computer Science 2024-09-02 Paul McVay , Tie Liu , Krishna Narayanan

In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…

Optimization and Control · Mathematics 2013-12-18 Juan Carlos Jimenez

The support vector machines (SVM) is a powerful classifier used for binary classification to improve the prediction accuracy. However, the non-differentiability of the SVM hinge loss function can lead to computational difficulties in high…

Machine Learning · Statistics 2023-03-17 Rachid Kharoubi , Abdallah Mkhadri , Karim Oualkacha

Machine learning is widely used in developing computer-aided diagnosis (CAD) schemes of medical images. However, CAD usually computes large number of image features from the targeted regions, which creates a challenge of how to identify a…

Computer Vision and Pattern Recognition · Computer Science 2021-02-09 Morteza Heidari , Sivaramakrishnan Lakshmivarahan , Seyedehnafiseh Mirniaharikandehei , Gopichandh Danala , Sai Kiran R. Maryada , Hong Liu , Bin Zheng

Diagnosis results are highly dependent on the volume of test set. To derive the most efficient test set, we propose several machine learning based methods to predict the minimum amount of test data that produces relatively accurate…

Machine Learning · Computer Science 2020-10-30 Kaiming Fu , Yulu Jin , Zhousheng Chen