Robust Algorithm for Multiclass Weighted Support Vector Machine
Keywords:
Local Linear Approximation; Local Quadratic Approximation; Penalized Function; Robust; Smoothly Clipped Absolute Deviation; Support Vector Machine; Weight.Abstract
Support Vector Machine (SVM) has shown better performance than other methods in real world classification applications, because it gives mathematical tractability and geometrical interpretation. However, the standard SVM can suffer from outliers in either the response or the predictor space. SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of
