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We propose a new convex loss for Support Vector Machines, both for the binary classification and for the regression models. Therefore, we show the mathematical derivation of the dual problems and we experiment with them on several small…

Machine Learning · Computer Science 2026-03-02 Filippo Portera

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

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

Support vector machine (SVM) is a particularly powerful and flexible supervised learning model that analyzes data for both classification and regression, whose usual algorithm complexity scales polynomially with the dimension of data space…

Machine Learning · Computer Science 2023-03-08 Chen Ding , Tian-Yi Bao , He-Liang Huang

In this study, we address the problem of high-dimensional binary classification. Our proposed solution involves employing an aggregation technique founded on exponential weights and empirical hinge loss. Through the employment of a suitable…

Methodology · Statistics 2024-10-02 The Tien Mai

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…

Machine Learning · Computer Science 2026-03-03 Xianchao Xiu , Shenghao Sun , Xinrong Li , Jiyuan Tao

Online nonparametric estimators are gaining popularity due to their efficient computation and competitive generalization abilities. An important example includes variants of stochastic gradient descent. These algorithms often take one…

Statistics Theory · Mathematics 2025-07-08 Tianyu Zhang , Jing Lei

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

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Tackling pattern recognition problems in areas such as computer vision, bioinformatics, speech or text recognition is often done best by taking into account task-specific statistical relations between output variables. In structured…

Machine Learning · Statistics 2016-03-14 Rein Houthooft , Filip De Turck

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…

Machine Learning · Statistics 2026-04-09 Haiyan Du , Hu Yang

Lasso is a celebrated method for variable selection in linear models, but it faces challenges when the variables are moderately or strongly correlated. This motivates alternative approaches such as using a non-convex penalty, adding a ridge…

Statistics Theory · Mathematics 2022-03-30 Zheng Tracy Ke , Longlin Wang

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…

Methodology · Statistics 2020-07-24 Hien D Nguyen , Daniel V Fryer

Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…

Machine Learning · Computer Science 2024-09-05 Kseniya Akhalaya , Franziska Nestler , Daniel Potts

The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make…

Machine Learning · Computer Science 2014-05-16 Elad Hazan , Tomer Koren , Kfir Y. Levy

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 propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…

Methodology · Statistics 2017-03-17 Xiaohui Chen , Yifeng He

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 support vector machines (SVM) algorithm is a popular classification technique in data mining and machine learning. In this paper, we propose a distributed SVM algorithm and demonstrate its use in a number of applications. The algorithm…

Machine Learning · Computer Science 2019-05-02 Taiping He , Tao Wang , Ralph Abbey , Joshua Griffin

A widely-used tool for binary classification is the Support Vector Machine (SVM), a supervised learning technique that finds the "maximum margin" linear separator between the two classes. While SVMs have been well studied in the batch…

Machine Learning · Computer Science 2014-12-09 Vikram Nathan , Sharath Raghvendra