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A novel semi-supervised support vector machine with asymmetric squared loss

Author

Listed:
  • Huimin Pei

    (China Agricultural University)

  • Qiang Lin

    (China Agricultural University)

  • Liran Yang

    (China Agricultural University)

  • Ping Zhong

    (China Agricultural University)

Abstract

Laplacian support vector machine (LapSVM), which is based on the semi-supervised manifold regularization learning framework, performs better than the standard SVM, especially for the case where the supervised information is insufficient. However, the use of hinge loss leads to the sensitivity of LapSVM to noise around the decision boundary. To enhance the performance of LapSVM, we present a novel semi-supervised SVM with the asymmetric squared loss (asy-LapSVM) which deals with the expectile distance and is less sensitive to noise-corrupted data. We further present a simple and efficient functional iterative method to solve the proposed asy-LapSVM, in addition, we prove the convergence of the functional iterative method from two aspects of theory and experiment. Numerical experiments performed on a number of commonly used datasets with noise of different variances demonstrate the validity of the proposed asy-LapSVM and the feasibility of the presented functional iterative method.

Suggested Citation

  • Huimin Pei & Qiang Lin & Liran Yang & Ping Zhong, 2021. "A novel semi-supervised support vector machine with asymmetric squared loss," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(1), pages 159-191, March.
  • Handle: RePEc:spr:advdac:v:15:y:2021:i:1:d:10.1007_s11634-020-00390-y
    DOI: 10.1007/s11634-020-00390-y
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    References listed on IDEAS

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    1. Huang, Xiaolin & Shi, Lei & Suykens, Johan A.K., 2014. "Asymmetric least squares support vector machine classifiers," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 395-405.
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