Title
A New Method for Classifying Random Variables Based on Support Vector Machine
Abstract
In this paper, a new version of Support Vector Machine (SVM) is proposed which any of training samples are considered the random variables. Hence, in order to achieve robustness, the constraint in SVM must be replaced with probability of constraint. In this new model, by applying the nonparametric statistical methods, we obtain the optimal separating hyperplane by solving a quadratic optimization problem. Afterwards, we present the least squares model of our proposed method. The efficiency of our proposed method is shown by several examples for both cases (linear and nonlinear) with probabilistic constraints.
Year
DOI
Venue
2019
10.1007/s00357-018-9282-x
Journal of Classification
Keywords
Field
DocType
Probabilistic constraints,Support Vector Machine,Least squares Support Vector Machine,Mathematical expectation,Plug-in estimator,Monte Carlo simulation
Least squares,Random variable,Least squares support vector machine,Support vector machine,Algorithm,Robustness (computer science),Nonparametric statistics,Quadratic programming,Probabilistic logic,Statistics,Mathematics
Journal
Volume
Issue
ISSN
36.0
1.0
1432-1343
Citations 
PageRank 
References 
1
0.35
26
Authors
2
Name
Order
Citations
PageRank
Maryam Abaszade140.73
Effati Sohrab227630.31