Robust chance-constrained support vector machines with second-order moment information

DOI10.1007/s10479-015-2039-6zbMath1478.62181OpenAlexW1941178926MaRDI QIDQ1639215

Ximing Wang, Neng Fan, Panos M. Pardalos

Publication date: 12 June 2018

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

Full work available at URL: https://doi.org/10.1007/s10479-015-2039-6

zbMATH Keywords

semidefinite programmingsupport vector machinessecond order cone programmingestimation errorsrobust chance constraintssecond-order moment information

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

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Uses Software

• LIBSVM

Cites Work

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