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The previous support vector machine(SVM) including $0/1$ loss SVM, hinge loss SVM, ramp loss SVM, truncated pinball loss SVM, and others, overlooked the degree of penalty for the correctly classified samples within the margin. This…
The support vector machine (SVM) is a powerful and widely used classification algorithm. This paper uses the Karush-Kuhn-Tucker conditions to provide rigorous mathematical proof for new insights into the behavior of SVM. These insights…
Support vector machine (SVM) has attracted great attentions for the last two decades due to its extensive applications, and thus numerous optimization models have been proposed. To distinguish all of them, in this paper, we introduce a new…
This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is…
A support vector machine (SVM) is an algorithm that finds a hyperplane which optimally separates labeled data points in $\mathbb{R}^n$ into positive and negative classes. The data points on the margin of this separating hyperplane are…
The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…
This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding…
In this paper we obtain second- and first-order optimality conditions of Kuhn-Tucker type and Fritz John one for weak efficiency in the vector problem with inequality constraints. In the necessary conditions we suppose that the objective…
Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function…
Support Vector Machine (SVM) has been one of the most successful machine learning techniques for binary classification problems. The key idea is to maximize the margin from the data to the hyperplane subject to correct classification on…
In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…
Support matrix machine (SMM) is an emerging classification framework that directly handles matrix-structured observations, thereby avoiding the spatial correlations destroyed by vectorization. However, most existing SMM variants rely on…
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…
In this paper, we employ the concept of quasi-relative interior to analyze the method of Lagrange multipliers and establish strong Lagrangian duality for nonsmooth convex optimization problems in Hilbert spaces. Then, we generalize the…
This paper considers various models of support vector machines with ramp loss, these being an efficient and robust tool in supervised classification for the detection of outliers. The exact solution approaches for the resulting optimization…
Support Vector Machines (SVMs) based on hinge loss have been extensively discussed and applied to various binary classification tasks. These SVMs achieve a balance between margin maximization and the minimization of slack due to outliers.…
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…
Recent advance on linear support vector machine with the 0-1 soft margin loss ($L_{0/1}$-SVM) shows that the 0-1 loss problem can be solved directly. However, its theoretical and algorithmic requirements restrict us extending the linear…
In this paper, we introduce a kind of approximate Karush--Kuhn--Tucker condition (AKKT) for a smooth cone-constrained vector optimization problem. We show that, without any constraint qualification, the AKKT condition is a necessary for a…
The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…