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Using a support vector machine requires to set two types of hyperparameters: the soft margin parameter C and the parameters of the kernel. To perform this model selection task, the method of choice is cross-validation. Its leave-one-out…

Machine Learning · Computer Science 2008-12-18 Emmanuel Monfrini , Yann Guermeur

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

Methodology · Statistics 2022-02-22 Jiahui Zou , Chaoxia Yuan , Xinyu Zhang , Guohua Zou , Alan T. K. Wan

Support vector machine (SVM) is a powerful classification method that has achieved great success in many fields. Since its performance can be seriously impaired by redundant covariates, model selection techniques are widely used for SVM…

Machine Learning · Statistics 2022-07-25 Chaoxia Yuan , Chao Ying , Zhou Yu , Fang Fang

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

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

Methodology · Statistics 2026-03-25 Liyun Zeng , Hao Helen Zhang

Support vector machine (SVM) is one of the most popular classification algorithms in the machine learning literature. We demonstrate that SVM can be used to balance covariates and estimate average causal effects under the unconfoundedness…

Methodology · Statistics 2021-07-02 Alexander Tarr , Kosuke Imai

Support Vector Machine (SVM) is a robust machine learning algorithm with broad applications in classification, regression, and outlier detection. SVM requires tuning the regularization parameter (RP) which controls the model capacity and…

Machine Learning · Statistics 2023-05-18 Mahdi Shamsi , Soosan Beheshti

Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…

Machine Learning · Statistics 2023-10-11 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

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 investigate the issue of model selection and the use of the nonconformity (strangeness) measure in batch learning. Using the nonconformity measure we propose a new training algorithm that helps avoid the need for Cross-Validation or…

Machine Learning · Statistics 2009-09-15 David R. Hardoon , Zakria Hussain , John Shawe-Taylor

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

This paper investigates the asymptotic behavior of the soft-margin and hard-margin support vector machine (SVM) classifiers for simultaneously high-dimensional and numerous data (large $n$ and large $p$ with $n/p\to\delta$) drawn from a…

Information Theory · Computer Science 2020-03-31 Abla Kammoun , Mohamed-Slim Alouini

This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model…

Machine Learning · Computer Science 2025-03-20 Seyed Mojtaba Mohasel , Hamidreza Koosha

The support vector machine (SVM) is one of the most successful learning methods for solving classification problems. Despite its popularity, SVM has a serious drawback, that is sensitivity to outliers in training samples. The penalty on…

Machine Learning · Statistics 2014-09-04 Takafumi Kanamori , Shuhei Fujiwara , Akiko Takeda

Span programs are a model of computation that have been used to design quantum algorithms, mainly in the query model. For any decision problem, there exists a span program that leads to an algorithm with optimal quantum query complexity,…

Quantum Physics · Physics 2015-07-03 Tsuyoshi Ito , Stacey Jeffery

We analyze a family of supervised learning algorithms based on sample compression schemes that are stable, in the sense that removing points from the training set which were not selected for the compression set does not alter the resulting…

Machine Learning · Computer Science 2020-11-10 Steve Hanneke , Aryeh Kontorovich

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

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

One of the limiting factors of using support vector machines (SVMs) in large scale applications are their super-linear computational requirements in terms of the number of training samples. To address this issue, several approaches that…

Machine Learning · Statistics 2015-07-24 Mona Eberts , Ingo Steinwart

Classification is one of the main areas of pattern recognition research, and within it, Support Vector Machine (SVM) is one of the most popular methods outside of field of deep learning -- and a de-facto reference for many Machine Learning…

Machine Learning · Computer Science 2024-02-23 Michał Cholewa , Michał Romaszewski , Przemysław Głomb
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