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Regularized minimax probability machine

delete2019-08-01
delete11
PRE
AI
S
Sebastián Maldonado *
M
Miguel Carrasco
J
Julio López
DOI:10.1016/j.knosys.2019.04.016delete
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Abstract

Abstract

En 中文
In this paper, we propose novel second-order cone programming formulations for binary classification, by extending the Minimax Probability Machine (MPM) approach. Inspired by Support Vector Machines, a regularization term is included in the MPM and Minimum Error Minimax Probability Machine (MEMPM) methods. This inclusion reduces the risk of obtaining ill-posed estimators, stabilizing the problem, and, therefore, improving the generalization performance. Our approaches are first derived as linear methods, and subsequently extended as kernel-based strategies for nonlinear classification. Experiments on well-known binary classification datasets demonstrate the virtues of the regularized formulations in terms of predictive performance. (C) 2019 Elsevier B.V. All rights reserved.
Keywords:
Minimax probability machine
Regularization
Second-order cone programming
Support vector machines
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Journal

K
Knowledge-Based Systems
IF:
7.6
Papers:
1.2W
Citations:
4.5W

Organization

U
universidad de los andes - chile
Scholars:
1.4K
Papers: 988
Citations: 2
U
university diego portales
Scholars:
1.5K
Papers: 1.5K
Citations: 23