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Limes-SVM: A Robust Classification Approach Bridging Soft-Margin and Hard-Margin SVMS

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We propose an outlier-robust binary-classification method called LiMES-SVM, which is based on the linearly-involved Moreau-enhanced-over-subspace (LiMES) model (Yukawa et al., 2023). LiMES-SVM involves the Moreau-enhanced hinge loss function which is defined by subtracting the Moreau envelope of the hinge loss from the hinge loss it-self, bridging the soft-margin and hard-margin support vector machines (SVMs) parametrically. While the proposed loss is only weakly convex, the whole cost function remains convex under a mild condition. Numerical examples show that the proposed method exhibits remarkable robustness with respect to the rate and magnitude of outliers.

Original languageEnglish
Title of host publication34th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2024 - Proceedings
PublisherIEEE Computer Society
ISBN (Electronic)9798350372250
DOIs
Publication statusPublished - 2024
Event34th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2024 - London, United Kingdom
Duration: 2024 Sept 222024 Sept 25

Publication series

NameIEEE International Workshop on Machine Learning for Signal Processing, MLSP
ISSN (Print)2161-0363
ISSN (Electronic)2161-0371

Conference

Conference34th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2024
Country/TerritoryUnited Kingdom
CityLondon
Period24/9/2224/9/25

Keywords

  • Moreau envelope
  • convex optimization
  • hard-margin SVM
  • robust classification
  • soft-margin SVM

ASJC Scopus subject areas

  • Human-Computer Interaction
  • Signal Processing

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