Support vector machines with a reject option

DOI10.3150/10-BEJ320zbMATH Open1243.68256arXiv1201.1140MaRDI QIDQ654412FDOQ654412

Authors: Ming Yuan, Marten H. Wegkamp 

Publication date: 28 December 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: This paper studies $el{l}_1$ regularization with high-dimensional features for support vector machines with a built-in reject option (meaning that the decision of classifying an observation can be withheld at a cost lower than that of misclassification). The procedure can be conveniently implemented as a linear program and computed using standard software. We prove that the minimizer of the penalized population risk favors sparse solutions and show that the behavior of the empirical risk minimizer mimics that of the population risk minimizer. We also introduce a notion of classification complexity and prove that our minimizers adapt to the unknown complexity. Using a novel oracle inequality for the excess risk, we identify situations where fast rates of convergence occur.

Full work available at URL: https://arxiv.org/abs/1201.1140

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zbMATH Keywords

statistical learningsupport vector machinesclassification with a reject option

Mathematics Subject Classification ID

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

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Cited In (21)

• Support vector machine in ultrahigh-dimensional feature space
• Discussion of ``Correlated variables in regression: clustering and sparse estimation
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• Lasso type classifiers with a reject option
• Classification methods with reject option based on convex risk minimization
• Consistency of plug-in confidence sets for classification in semi-supervised learning
• Classifiers of support vector machine type with \(\ell_1\) complexity regularization
• An error bound for \(L_1\)-norm support vector machine coefficients in ultra-high dimension
• Learning with Rejection
• Twin SVM with a reject option through ROC curve
• Error rate control for classification rules in multiclass mixture models
• Large‐margin classification with multiple decision rules
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• Outcome weighted learning with a reject option
• Incorporating Detractors into SVM Classification
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• Classification with a reject option using a hinge loss
• On reject and refine options in multicategory classification
• Model averaging for support vector classifier by cross-validation
• Confidence sets with expected sizes for multiclass classification
• Optimal discriminant analysis in high-dimensional latent factor models

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