Heuristic approaches for support vector machines with the ramp loss

Recently, Support Vector Machines with the ramp loss (RLM) have attracted attention from the computational point of view. In this technical note, we propose two heuristics, the first one based on solving the continuous relaxation of a Mixed Integer Nonlinear formulation of the RLM and the second one...

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Detalles Bibliográficos
Autores: Carrizosa Priego, Emilio José, Nogales Gómez, Amaya, Romero Morales, María Dolores
Tipo de recurso: artículo
Estado:Versión enviada para evaluación y publicación
Fecha de publicación:2014
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/44819
Acceso en línea:http://hdl.handle.net/11441/44819
https://doi.org/10.1007/s11590-013-0630-9
Access Level:acceso abierto
Palabra clave:Support vector machines
Ramp loss
Mixed integer nonlinear programming
Heuristics
Descripción
Sumario:Recently, Support Vector Machines with the ramp loss (RLM) have attracted attention from the computational point of view. In this technical note, we propose two heuristics, the first one based on solving the continuous relaxation of a Mixed Integer Nonlinear formulation of the RLM and the second one based on the training of an SVM classifier on a reduced dataset identified by an integer linear problem. Our computational results illustrate the ability of our heuristics to handle datasets of much larger size than those previously addressed in the literature.