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http://dx.doi.org/10.5351/KJAS.2003.16.2.261

Support Vector Machines Controlling Noise Influence Effectively  

Kim, Chul-Eung (Dept. of Applied Statistics, Yonsei University)
Yoon, Min (Dept. of Applied Statistics, Yonsei University)
Publication Information
The Korean Journal of Applied Statistics / v.16, no.2, 2003 , pp. 261-271 More about this Journal
Abstract
Support Vector Machines (SVMs) provide a powerful performance of the learning system. Generally, SVMs tend to make overfitting. For the purpose of overcoming this difficulty, the definition of soft margin has been introduced. In this case, it causes another difficulty to decide the weight for slack variables reflecting soft margin classifiers. Especially, the error of soft margin algorithm can be bounded by a target margin and some norms of the slack vector. In this paper, we formulate a new soft margin algorithm considering the bound of corruption by noise in data directly. Additionally, through a numerical example, we compare the proposed method with a conventional soft margin algorithm.
Keywords
Support vector machines(SVMs); soft margin; generalization error bound; hard margin; allowable error;
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