A review on consistency and robustness properties of support vector machines for heavy-tailed distributions

DOI10.1007/s11634-010-0067-2zbMath1284.68507OpenAlexW1986231484MaRDI QIDQ2442784

Andreas Christmann, Arnout van Messem

Publication date: 1 April 2014

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-010-0067-2

zbMATH Keywords

robustnessconsistencyheavy tailssupport vector machinesregularized empirical risk minimizationBouligand influence function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10)

Related Items

Quantitative robustness of localized support vector machines, Learning rates for the kernel regularized regression with a differentiable strongly convex loss

Uses Software

• R
• Kernlab

Cites Work

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• An Implicit-Function Theorem for a Class of Nonsmooth Functions
• The Influence Curve and Its Role in Robust Estimation
• Functional analysis