The soft-margin Support Vector Machine with ordered weighted average
This paper deals with a cost sensitive extension of the standard Support Vector Machine (SVM) using an ordered weighted sum of the deviations of misclassified individuals with respect to their corresponding supporting hyperplanes. In contrast with previous heuristic approaches, an exact method that...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2021 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/134891 |
| Acceso en línea: | https://hdl.handle.net/11441/134891 https://doi.org/10.1016/j.knosys.2021.107705 |
| Access Level: | acceso abierto |
| Palabra clave: | Data science Classification Support Vector Machine OWA operators Mixed integer quadratic programming |
| Sumario: | This paper deals with a cost sensitive extension of the standard Support Vector Machine (SVM) using an ordered weighted sum of the deviations of misclassified individuals with respect to their corresponding supporting hyperplanes. In contrast with previous heuristic approaches, an exact method that applies the ordered weighted average operator in the classical SVM model is proposed. Specifically, when weights are sorted in non-decreasing order, a quadratic continuous formulation is developed. For general weights, a mixed integer quadratic formulation is proposed. In addition, our results prove that nonlinear kernel functions can be also applied to these new models extending its applicability beyond the linear case. Extensive computational results reported in the paper show that the predictive performance provided by the proposed exact solution approaches are better than the ones provided by the classical models (linear and nonlinear kernel) and similar or better than the previous ones provided by the heuristic solution by Maldonado et al. (2018). |
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