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Ramp Loss SVM with L1-Norm Regularizaion

The Support Vector Machine (SVM) classification method has recently gained popularity due to the ease of implementing non-linear separating surfaces. SVM is an optimization problem with the two competing goals, minimizing misclassification on training data and maximizing a margin defined by the normal vector of a learned separating surface. We develop and implement new SVM models based on previously conceived SVM with L_1-Norm regularization with ramp loss error terms. The goal being a new SVM model that is both robust to outliers due to ramp loss, while also easy to implement in open source and off the shelf mathematical programming solvers and relatively efficient in finding solutions due to the mixed linear-integer form of the model. To show the effectiveness of the models we compare results of ramp loss SVM with L_1-Norm and L_2-Norm regularization on human organ microbial data and simulated data sets with outliers.

Identiferoai:union.ndltd.org:vcu.edu/oai:scholarscompass.vcu.edu:etd-4538
Date01 January 2014
CreatorsHess, Eric
PublisherVCU Scholars Compass
Source SetsVirginia Commonwealth University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceTheses and Dissertations
Rights© The Author

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