Interval SVM-Based Classification Algorithm Using the Uncertainty Trick

Autor: Yulia A. Zhuk, Lev V. Utkin
Rok vydání: 2017
Předmět:
Zdroj: International Journal on Artificial Intelligence Tools. 26:1750014
ISSN: 1793-6349
0218-2130
DOI: 10.1142/s0218213017500142
Popis: A new robust SVM-based algorithm of the binary classification is proposed. It is based on the so-called uncertainty trick when training data with the interval uncertainty are transformed to training data with the weight or probabilistic uncertainty. Every interval is replaced by a set of training points with the same class label such that every point inside the interval has an unknown weight from a predefined set of weights. The robust strategy dealing with the upper bound of the interval-valued expected risk produced by a set of weights is used in the SVM. An extension of the algorithm based on using the imprecise Dirichlet model is proposed for its additional robustification. Numerical examples with synthetic and real interval-valued training data illustrate the proposed algorithm and its extension.
Databáze: OpenAIRE