Feature selection for linear SVMs under uncertain data: Robust optimization based on difference of convex functions algorithms

In this paper, we consider the problem of feature selection for linear SVMs on uncertain data that is inherently prevalent in almost all datasets. Using principles of Robust Optimization, we propose robust schemes to handle data with ellipsoidal model and box model of uncertainty. The difficulty in...

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Bibliographic Details
Published in:Neural networks Vol. 59; pp. 36 - 50
Main Authors: Le Thi, Hoai An, Vo, Xuan Thanh, Pham Dinh, Tao
Format: Journal Article
Language:English
Published: Kidlington Elsevier Ltd 01.11.2014
Elsevier
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ISSN:0893-6080, 1879-2782, 1879-2782
Online Access:Get full text
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