Related papers: Sparse $\epsilon$ insensitive zone bounded asymmet…
In this paper, we propose a novel bounded asymmetric elastic net ($L_{baen}$) loss function and combine it with the support vector machine (SVM), resulting in the BAEN-SVM. The $L_{baen}$ is bounded and asymmetric and can degrade to the…
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…
Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…
Support Vector Machines (SVM) with $\ell_1$ penalty became a standard tool in analysis of highdimensional classification problems with sparsity constraints in many applications including bioinformatics and signal processing. Although SVM…
Kernel-based methods for support vector machines (SVM) have shown highly advantageous performance in various applications. However, they may incur prohibitive computational costs for large-scale sample datasets. Therefore, data reduction…
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…
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods…
As enjoying the closed form solution, least squares support vector machine (LSSVM) has been widely used for classification and regression problems having the comparable performance with other types of SVMs. However, LSSVM has two drawbacks:…
The parameters of support vector machines (SVMs) such as the penalty parameter and the kernel parameters have a great impact on the classification accuracy and the complexity of the SVM model. Therefore, the model selection in SVM involves…
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…
Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…
In traditional boosting algorithms, the focus on misclassified training samples emphasizes their importance based on difficulty during the learning process. While using a standard Support Vector Machine (SVM) as a weak learner in an…
One of the most challenging problems in kernel online learning is to bound the model size and to promote the model sparsity. Sparse models not only improve computation and memory usage, but also enhance the generalization capacity, a…
The soft-margin support vector machine (SVM) is a ubiquitous tool for prediction of binary-response data. However, the SVM is characterized entirely via a numerical optimization problem, rather than a probability model, and thus does not…
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…
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…
In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…
The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization…