A robust support vector machine for labeling errors. Issue 8 (14th September 2017)

• Record Type: Journal Article
• Authors: Choi, Hosik; Kim, Yongdai; Kwon, Sunghoon; Park, Changyi
• Is Part Of: Communications in statistics. Volume 46:Issue 8(2017)
• Page Start: 6061
• Page End: 6073
• Publication Date: 2017-09-14
• Subjects: Classification -- Convexity -- Loss function -- Outlier -- Solution path algorithm; Primary 62H30 -- Secondary 68Q32; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2016.1189568
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: Support vector machine (SVM) is sparse in that its classifier is expressed as a linear combination of only a few support vectors (SVs). Whenever an outlier is included as an SV in the classifier, the outlier may have serious impact on the estimated decision function. In this article, we propose a robust loss function that is convex. Our learning algorithm is more robust to outliers than SVM. Also the convexity of our loss function permits an efficient solution path algorithm. Through simulated and real data analysis, we illustrate that our method can be useful in the presence of labeling errors.