Indefinite twin support vector machine with DC functions programming

作者:

Highlights:

• We propose a novel regularized TWSVM called ITWSVM for indefinite kernel.

• We introduce a smooth quadratic hinge loss function and a maximum margin regularization term to ITWSVM.

• We theoretically analyze the nature of ITWSVM and expand ITWSVM to indefinite kernels and multi-class classification.

• We introduce difference of convex functions (DC) to solve the non-convex problem in indefinite kernel settings and further propose ITWSVM-DC.

• Extensive experiments demonstrate that ITWSVM-DC is a robust and prominent algorithm and can perform excellently in different situations.

摘要

•We propose a novel regularized TWSVM called ITWSVM for indefinite kernel.•We introduce a smooth quadratic hinge loss function and a maximum margin regularization term to ITWSVM.•We theoretically analyze the nature of ITWSVM and expand ITWSVM to indefinite kernels and multi-class classification.•We introduce difference of convex functions (DC) to solve the non-convex problem in indefinite kernel settings and further propose ITWSVM-DC.•Extensive experiments demonstrate that ITWSVM-DC is a robust and prominent algorithm and can perform excellently in different situations.

论文关键词:SVM,TWSVM,Indefinite kernel,DC Programming,Structural risk minimization principle

论文评审过程:Received 17 October 2019, Revised 12 June 2021, Accepted 20 July 2021, Available online 21 July 2021, Version of Record 29 July 2021.

论文官网地址:https://doi.org/10.1016/j.patcog.2021.108195