Support vector machines based on convex risk functions and general norms

DOI10.1007/S10479-016-2326-XzbMATH Open1404.68104OpenAlexW2524359883MaRDI QIDQ513637FDOQ513637

Stan Uryasev, Jun-Ya Gotoh

Publication date: 7 March 2017

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2326-x

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zbMATH Keywords

normsupport vector machinebinary classificationdualityrobust optimizationSVMconvex risk function

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

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• Information, Divergence and Risk for Binary Experiments

Cited In (14)

• Computationally tractable counterparts of distributionally robust constraints on risk measures
• Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
• A survey of decision making and optimization under uncertainty
• Value-at-risk support vector machine: stability to outliers
• Support vector machines based on convex risk functions and general norms
• Arbitrary Norm Support Vector Machines
• Title not available (Why is that?)
• Formulations of support vector machines: A note from an optimization point of view
• Title not available (Why is that?)
• New method for solving Ivanov regularization-based support vector machine learning
• Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning
• Shape constrained risk-neutral density estimation by support vector regression
• Robust and distributionally robust optimization models for linear support vector machine
• Dual unification of bi-class support vector machine formulations

Uses Software

• CVX
• AdaBoost.MH
• Portfolio Safeguard

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