A robust SVM-based approach with feature selection and outliers detection for classification problems

作者:

Highlights:

• A new model to classify data based on Support vector machines is introduced.

• The model deals with outlier detection and feature selection simultaneously.

• Strategies for initializing the big M parameters of the model are developed.

• An heuristic algorithm based on kernel search to compute the classifier is presented.

• The classification performance of the model is tested on real-life datasets.

摘要

•A new model to classify data based on Support vector machines is introduced.•The model deals with outlier detection and feature selection simultaneously.•Strategies for initializing the big M parameters of the model are developed.•An heuristic algorithm based on kernel search to compute the classifier is presented.•The classification performance of the model is tested on real-life datasets.

论文关键词:Data science,Classification,Support vector machine,Outliers detection,Feature selection,Mixed integer programming

论文评审过程:Received 29 May 2020, Revised 10 October 2020, Accepted 6 April 2021, Available online 20 April 2021, Version of Record 5 May 2021.

论文官网地址:https://doi.org/10.1016/j.eswa.2021.115017