Robust Support Vector Machine With Asymmetric Truncated Generalized Pinball Loss

The support vector machine (SVM) with pinball loss (Pin-SVM) can handle noise sensitivity and instability to re-sampling but loses sparsity. To solve this limitation, SVM with a generalized pinball loss that incorporates an insensitive zone (GP-SVM) was proposed. The GP-SVM can handle sparsity by op...

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