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Training Robust Support Vector Machine Based on a New Loss Function
Authors:LIU Ye-qing
Institution:LIU Ye-qing;School of Mathematics and Statistics,Henan University of Science & Technology;
Abstract:To reduce the influences of outliers on support vector machine(SVM) classification problem,a new tangent loss function was constructed.Since the tangent loss function was not smooth in some interval,a smoothing function was used to approximate it in this interval.According to this loss function,the corresponding tangent SVM(TSVM) was got.The experimental results show that TSVM is less sensitive to outliers than SVM.So the proposed new loss function and TSVM are both effective.
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