Support vector machine classifier with truncated pinball loss

作者：

Highlights：

• A new loss function and corresponding support vector machine are proposed.

• The model can handle feature noise.

• The model keeps sparsity to a certain extent.

• The problem is solved by concave-convex procedure and decomposition method.

摘要

•A new loss function and corresponding support vector machine are proposed.•The model can handle feature noise.•The model keeps sparsity to a certain extent.•The problem is solved by concave-convex procedure and decomposition method.

论文关键词：Pinball loss,Feature noise,Sparsity,Support vector machine

论文评审过程：Received 9 November 2016, Revised 11 January 2017, Accepted 5 March 2017, Available online 9 March 2017, Version of Record 21 March 2017.

论文官网地址：https://doi.org/10.1016/j.patcog.2017.03.011