Improved Sparsity of Support Vector Machine with Robustness Towards Label Noise Based on Rescaled \(\alpha \)-Hinge Loss with Non-smooth Regularizer

摘要

As support vector machines (SVM) are used extensively in machine learning applications, it becomes essential to obtain a sparse model that is also robust to noise in the data set. Although many researchers have presented different approaches to get a robust SVM, the work on robust SVM based on rescaled hinge loss function (RSVM-RHHQ) has attracted a great deal of attention. The method of using correntropy with hinge loss function has added a noticeable amount of robustness to the model. However, the sparsity of the model can be further improved. In this work, we focus on enhancing the sparsity of RSVM-RHHQ. As this work is the improved version of the RSVM-RHHQ, we follow the same track (of adding noise in the data) of RSVM-RHHQ with altogether a new problem formulation. We apply correntropy to the \(\alpha \)-hinge loss function, which results in a better loss function than the rescaled hinge loss function. We use a non-smooth regularizer with a non-convex and non-smooth loss function. We solve this non-smooth and non-convex problem using the primal–dual proximal method. We find that this combination not only adds sparsity to the model, but it is also better than the existing robust SVM methods in terms of robustness towards label noise. We also provide the convergence proof of the proposed approach. In addition, the time complexity of the optimization technique is included. We perform experiments over various publicly available real-world data sets to compare the proposed method with the existing robust SVM methods. For experimentation purposes, we use small data sets, large data sets, and also data sets with significant class imbalance. Experimental results show that the proposed approach outperforms existing methods in sparseness, accuracy, and robustness. We also provide the sensitivity analysis of the regularization parameter for the label noise in the data set.