Robust support vector machines based on the rescaled hinge loss function

作者：

Highlights：

• We propose a new loss function called the rescaled hinge loss function.

• The hinge loss function is a special case of the rescaled hinge loss function.

• We develop a new robust SVM based on the rescaled hinge loss function.

• The new robust SVM is equivalent to an iterative weighted SVM.

摘要

Highlights•We propose a new loss function called the rescaled hinge loss function.•The hinge loss function is a special case of the rescaled hinge loss function.•We develop a new robust SVM based on the rescaled hinge loss function.•The new robust SVM is equivalent to an iterative weighted SVM.

论文关键词：Support vector machine,Robustness,Rescaled hinge loss,Half-quadratic optimization

论文评审过程：Received 30 September 2015, Revised 7 March 2016, Accepted 26 September 2016, Available online 29 September 2016, Version of Record 15 October 2016.

论文官网地址：https://doi.org/10.1016/j.patcog.2016.09.045