Robust ν-support vector machine based on worst-case conditional value-at-risk minimization

DOI10.1080/10556788.2011.614608zbMath1247.90209OpenAlexW2080053256MaRDI QIDQ2905345

Yongqiao Wang

Publication date: 27 August 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.614608

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Stochastic programming (90C15)

Related Items

Robust and distributionally robust optimization models for linear support vector machine ⋮ Support vector machines based on convex risk functions and general norms ⋮ Interaction between financial risk measures and machine learning methods

Uses Software

• UCI-ml

Cites Work

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