Uncertainty-safe large scale support vector machines

DOI10.1016/J.CSDA.2016.12.008zbMATH Open1466.62047OpenAlexW2565003124MaRDI QIDQ1658451FDOQ1658451

Authors: Nicolas P. Couellan, Wen-Juan Wang 

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.12.008

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zbMATH Keywords

support vector machinesstochastic approximationrobust optimizationbi-level optimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Pegasos: primal estimated sub-gradient solver for SVM
• An introduction to support vector machines and other kernel-based learning methods.
• Title not available (Why is that?)
• An overview of bilevel optimization
• Robust optimization
• Second-order cone programming
• A soft robust model for optimization under ambiguity
• Choosing multiple parameters for support vector machines
• Title not available (Why is that?)
• Robust classification and regression using support vector machines
• Techniques for gradient-based bilevel optimization with non-smooth lower level problems
• Title not available (Why is that?)
• Robust support vector machines for classification and computational issues
• Chance constrained uncertain classification via robust optimization
• Data correcting approaches in combinatorial optimization.
• A note on issues of over-conservatism in robust optimization with cost uncertainty

Cited In (1)

• Feature uncertainty bounds for explicit feature maps and large robust nonlinear SVM classifiers

Uses Software

• SeDuMi
• UCI-ml
• Mosek
• Pegasos

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