IDEAS home Printed from https://ideas.repec.org/a/spr/fuzodm/v22y2023i4d10.1007_s10700-022-09404-0.html
   My bibliography  Save this article

An uncertain support vector machine with imprecise observations

Author

Listed:
  • Zhongfeng Qin

    (Beihang University
    Key Laboratory of Complex System Analysis, Management and Decision (Beihang University), Ministry of Education)

  • Qiqi Li

    (Beihang University)

Abstract

Support vector machines have been widely applied in binary classification, which are constructed based on crisp data. However, the data obtained in practice are sometimes imprecise, in which classical support vector machines fail in these situations. In order to handle such cases, this paper employs uncertain variables to describe imprecise observations and further proposes a hard margin uncertain support vector machine for the problem with imprecise observations. Specifically, we first define the distance from an uncertain vector to a hyperplane and give the concept of a linearly α-separable data set. Then, based on maximum margin criterion, we propose an uncertain support vector machine for the linearly α-separable data set, and derive the corresponding crisp equivalent forms. New observations can be classified through the optimal hyperplane derived from the model. Finally, a numerical example is given to illustrate the uncertain support vector machine.

Suggested Citation

  • Zhongfeng Qin & Qiqi Li, 2023. "An uncertain support vector machine with imprecise observations," Fuzzy Optimization and Decision Making, Springer, vol. 22(4), pages 611-629, December.
  • Handle: RePEc:spr:fuzodm:v:22:y:2023:i:4:d:10.1007_s10700-022-09404-0
    DOI: 10.1007/s10700-022-09404-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10700-022-09404-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10700-022-09404-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yang Liu & Baoding Liu, 2022. "Residual analysis and parameter estimation of uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 21(4), pages 513-530, December.
    2. Zhe Liu & Ying Yang, 2020. "Least absolute deviations estimation for uncertain regression with imprecise observations," Fuzzy Optimization and Decision Making, Springer, vol. 19(1), pages 33-52, March.
    3. Qin, Zhongfeng, 2015. "Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns," European Journal of Operational Research, Elsevier, vol. 245(2), pages 480-488.
    4. Mingxuan Zhao & Yuhan Liu & Dan A. Ralescu & Jian Zhou, 2018. "The covariance of uncertain variables: definition and calculation formulae," Fuzzy Optimization and Decision Making, Springer, vol. 17(2), pages 211-232, June.
    5. Xiangfeng Yang & Baoding Liu, 2019. "Uncertain time series analysis with imprecise observations," Fuzzy Optimization and Decision Making, Springer, vol. 18(3), pages 263-278, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. You-Shyang Chen & Ying-Hsun Hung & Yu-Sheng Lin, 2023. "A Study to Identify Long-Term Care Insurance Using Advanced Intelligent RST Hybrid Models with Two-Stage Performance Evaluation," Mathematics, MDPI, vol. 11(13), pages 1-34, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Tingqing Ye & Baoding Liu, 2023. "Uncertain hypothesis test for uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 22(2), pages 195-211, June.
    2. Tingqing Ye & Xiangfeng Yang, 2021. "Analysis and prediction of confirmed COVID-19 cases in China with uncertain time series," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 209-228, June.
    3. Zhe Liu, 2021. "Uncertain growth model for the cumulative number of COVID-19 infections in China," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 229-242, June.
    4. Tingqing Ye & Baoding Liu, 2022. "Uncertain hypothesis test with application to uncertain regression analysis," Fuzzy Optimization and Decision Making, Springer, vol. 21(2), pages 157-174, June.
    5. Wang, Dan & Qin, Zhongfeng & Kar, Samarjit, 2015. "A novel single-period inventory problem with uncertain random demand and its application," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 133-145.
    6. Waichon Lio & Rui Kang, 2023. "Bayesian rule in the framework of uncertainty theory," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 337-358, September.
    7. Noorani, Idin & Mehrdoust, Farshid, 2022. "Parameter estimation of uncertain differential equation by implementing an optimized artificial neural network," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    8. Xiaoxia Huang & Xuting Wang, 2019. "Portfolio Investment with Options Based on Uncertainty Theory," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 929-952, May.
    9. Wei Chen & Yuxi Gai & Pankaj Gupta, 2018. "Efficiency evaluation of fuzzy portfolio in different risk measures via DEA," Annals of Operations Research, Springer, vol. 269(1), pages 103-127, October.
    10. Tingting Yang & Xiaoxia Huang, 2022. "A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions," Journal of Optimization Theory and Applications, Springer, vol. 195(2), pages 723-747, November.
    11. Zinoviy Landsman & Udi Makov & Tomer Shushi, 2018. "A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution," Risks, MDPI, vol. 6(1), pages 1-15, March.
    12. Li, Bo & Li, Xiangfa & Teo, Kok Lay & Zheng, Peiyao, 2022. "A new uncertain random portfolio optimization model for complex systems with downside risks and diversification," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    13. Lu, Cheng & Teng, Da & Chen, Jun-Yu & Fei, Cheng-Wei & Keshtegar, Behrooz, 2023. "Adaptive vectorial surrogate modeling framework for multi-objective reliability estimation," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    14. Liu, Z. & Yang, Y., 2021. "Pharmacokinetic model based on multifactor uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 392(C).
    15. Guo, Sini & Yu, Lean & Li, Xiang & Kar, Samarjit, 2016. "Fuzzy multi-period portfolio selection with different investment horizons," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1026-1035.
    16. Mingxuan Zhao & Yuhan Liu & Dan A. Ralescu & Jian Zhou, 2018. "The covariance of uncertain variables: definition and calculation formulae," Fuzzy Optimization and Decision Making, Springer, vol. 17(2), pages 211-232, June.
    17. Chen, Xin & Zhu, Yuanguo, 2021. "Optimal control for uncertain random singular systems with multiple time-delays," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    18. Lifeng Wang & Jinwu Gao & Hamed Ahmadzade & Zezhou Zou, 2023. "Partial Gini Coefficient for Uncertain Random Variables with Application to Portfolio Selection," Mathematics, MDPI, vol. 11(18), pages 1-18, September.
    19. Kiran Bisht & Arun Kumar, 2022. "Stock Portfolio Selection Hybridizing Fuzzy Base-Criterion Method and Evidence Theory in Triangular Fuzzy Environment," SN Operations Research Forum, Springer, vol. 3(4), pages 1-32, December.
    20. Juan J. Font & Sergio Macario & Manuel Sanchis, 2023. "Endograph Metric and a Version of the Arzelà–Ascoli Theorem for Fuzzy Sets," Mathematics, MDPI, vol. 11(2), pages 1-8, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:fuzodm:v:22:y:2023:i:4:d:10.1007_s10700-022-09404-0. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.