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This paper proposes a robust classification model, based on support vector machine (SVM), which simultaneously deals with outliers detection and feature selection. The classifier is built considering the ramp loss margin error and it…

Optimization and Control · Mathematics 2024-03-13 Marta Baldomero-Naranjo , Luisa I. Martínez-Merino , Antonio M. Rodríguez-Chía

We consider the problem of learning support vector machines robust to uncertainty. It has been established in the literature that typical loss functions, including the hinge loss, are sensible to data perturbations and outliers, thus…

Machine Learning · Computer Science 2024-02-06 Valentina Cepeda , Andrés Gómez , Shaoning Han

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

Support vector machine (SVM) has proved to be a successful approach for machine learning. Two typical SVM models are the L1-loss model for support vector classification (SVC) and $\epsilon$-L1-loss model for support vector regression (SVR).…

Optimization and Control · Mathematics 2020-03-09 Yinqiao Yan , Qingna Li

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…

Machine Learning · Computer Science 2022-07-19 Ítalo Santana , Breno Serrano , Maximilian Schiffer , Thibaut Vidal

In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…

Optimization and Control · Mathematics 2023-07-13 Andrés Gómez , José Neto

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Machine Learning · Statistics 2014-10-14 Talayeh Razzaghi , Ilya Safro

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…

Optimization and Control · Mathematics 2021-04-06 Huajun Wang , Yuanhai Shao , Shenglong Zhou , Ce Zhang , Naihua Xiu

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Pengyang Song , Jue Wang

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…

Optimization and Control · Mathematics 2025-07-15 Francesca Maggioni , Andrea Spinelli

Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization techniques are utilized for robust sparse association…

Computation · Statistics 2025-02-03 Pia Pfeiffer , Andreas Alfons , Peter Filzmoser

The linear Support Vector Machine (SVM) is a classic classification technique in machine learning. Motivated by applications in modern high dimensional statistics, we consider penalized SVM problems involving the minimization of a…

Machine Learning · Statistics 2021-08-31 Antoine Dedieu , Rahul Mazumder , Haoyue Wang

The twin support vector machine and its extensions have made great achievements in dealing with binary classification problems. However, it suffers from difficulties in effective solution of multi-classification and fast model selection.…

Machine Learning · Computer Science 2023-02-15 Liuyuan Chen , Kanglei Zhou , Junchang Jing , Haiju Fan , Juntao Li

Support matrix machine (SMM) is a successful supervised classification model for matrix-type samples. Unlike support vector machines, it employs low-rank regularization on the regression matrix to effectively capture the intrinsic structure…

Optimization and Control · Mathematics 2024-12-12 Can Wu , Dong-Hui Li , Defeng Sun

An importance sampling and bagging approach to solving the support vector machine (SVM) problem in the context of large databases is presented and evaluated. Our algorithm builds on the nearest neighbors ideas presented in Camelo at al.…

Machine Learning · Statistics 2018-08-20 R. Bárcenas , M. D. Gónzalez--Lima , A. J. Quiroz

Machine learning can provide deep insights into data, allowing machines to make high-quality predictions and having been widely used in real-world applications, such as text mining, visual classification, and recommender systems. However,…

Machine Learning · Computer Science 2020-08-11 Meng Wang , Weijie Fu , Xiangnan He , Shijie Hao , Xindong Wu

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

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

We surely enjoy the larger the better models for their superior performance in the last couple of years when both the hardware and software support the birth of such extremely huge models. The applied fields include text mining and others.…

Computation and Language · Computer Science 2024-06-04 Hanjuan Huang , Hao-Jia Song , Hsing-Kuo Pao

In this work, we propose a new training method for finding minimum weight norm solutions in over-parameterized neural networks (NNs). This method seeks to improve training speed and generalization performance by framing NN training as a…

Machine Learning · Statistics 2018-06-22 Yamini Bansal , Madhu Advani , David D Cox , Andrew M Saxe
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