Support vector machines with a reject option (Q654412)

The paper is a mathematically sound study on \(\ell _{1}\) regularization for support vector machines. Classification is regarded by taking into account the possibility of withholding the decision to label an observation at a cost lower than that of misclassification. The practical side of the theoretical findings is demonstrated on artificial test cases. The article is a valuable contribution to the field. I also believe that it addresses mathematicians more than engineers.