Robust classification and regression using support vector machines

DOI10.1016/j.ejor.2005.07.024zbMath1132.62336OpenAlexW1965928728MaRDI QIDQ2497274

Robin C. Gilbert, Theodore B. Trafalis

Publication date: 4 August 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.07.024

zbMATH Keywords

classificationrobustnessregressionsupport vector machines

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of mathematical programming (90C90) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Uses Software

• SeDuMi
• SDPT3
• UCI-ml

Cites Work

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• Applications of second-order cone programming
• Robust solutions of uncertain linear programs
• Robust Convex Optimization
• Robust Solutions to Least-Squares Problems with Uncertain Data
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones