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Published in: Neural Processing Letters 4/2022

31-03-2021

Robust SVM for Cost-Sensitive Learning

Authors: Jiangzhang Gan, Jiaye Li, Yangcai Xie

Published in: Neural Processing Letters | Issue 4/2022

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Abstract

Although the performance of cost-sensitive support vector machine (CS-SVM) has been demonstrated to approximate to the cost-sensitive Bayes risk, previous CS-SVM methods still suffer from the influence of outlier samples and redundant features. Recently, a few studies have focused on separately solving these two issues by the sparse theory. In this paper, we propose a new robust cost-sensitive support vector machine to simultaneously solve them in a unified framework. To do this, we employ robust statistics and sparse theory, respectively, to take the sample importance and the feature importance into account, for avoiding the influence of outliers and redundant features. Furthermore, we propose a new optimization method to solve the primal problem of our proposed objective function. Experimental results on synthetic and real data sets show that our proposed method outperforms all the comparison methods in terms of cost-sensitive classification.

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Metadata
Title
Robust SVM for Cost-Sensitive Learning
Authors
Jiangzhang Gan
Jiaye Li
Yangcai Xie
Publication date
31-03-2021
Publisher
Springer US
Published in
Neural Processing Letters / Issue 4/2022
Print ISSN: 1370-4621
Electronic ISSN: 1573-773X
DOI
https://doi.org/10.1007/s11063-021-10480-3

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