Title
Maximal Discrepancy for Support Vector Machines
Abstract
The Maximal Discrepancy (MD) is a powerful statistical method, which has been proposed for model selection and error estimation in classification problems. This approach is particularly attractive when dealing with small sample problems, since it avoids the use of a separate validation set. Unfortunately, the MD method requires a bounded loss function, which is usually avoided by most learning algorithms, including the Support Vector Machine (SVM), because it gives rise to a non-convex optimization problem. We derive in this work a new approach for rigorously applying the MD technique to the error estimation of the SVM and, at the same time, preserving the original SVM framework.
Year
DOI
Venue
2010
10.1016/j.neucom.2010.12.009
Neurocomputing
Keywords
DocType
Volume
support vector machines,maximal discrepancy,md method,new approach,md technique,support vector machine,bounded loss function,error estimation,support vector machine (svm),classification problem,original svm framework,maximal discrepancy (md),powerful statistical method,loss function,model selection
Conference
74
Issue
ISSN
Citations 
9
Neurocomputing
16
PageRank 
References 
Authors
0.86
15
3
Name
Order
Citations
PageRank
Davide Anguita1100170.58
Alessandro Ghio266735.71
Sandro Ridella3677140.62