Uncertainty-safe large scale support vector machines

DOI10.1016/j.csda.2016.12.008zbMath1466.62047OpenAlexW2565003124MaRDI QIDQ1658451

Nicolas P. Couellan, Wen-Juan Wang

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.12.008

zbMATH Keywords

stochastic approximationrobust optimizationsupport vector machinesbi-level optimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Feature uncertainty bounds for explicit feature maps and large robust nonlinear SVM classifiers

Uses Software

• SeDuMi
• UCI-ml
• Mosek
• Pegasos

Cites Work

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• Techniques for gradient-based bilevel optimization with non-smooth lower level problems
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• Pegasos: primal estimated sub-gradient solver for SVM
• Second-order cone programming
• An overview of bilevel optimization
• Robust classification and regression using support vector machines
• Data Correcting Approaches in Combinatorial Optimization
• A note on issues of over-conservatism in robust optimization with cost uncertainty
• A Soft Robust Model for Optimization Under Ambiguity
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Robust support vector machines for classification and computational issues
• Choosing multiple parameters for support vector machines

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