Stochastic Subgradient for Large-Scale Support Vector Machine Using the Generalized Pinball Loss Function

Autor: Wanida Panup, Rabian Wangkeeree
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Symmetry, Vol 13, Iss 9, p 1652 (2021)
Druh dokumentu: article
ISSN: 2073-8994
DOI: 10.3390/sym13091652
Popis: In this paper, we propose a stochastic gradient descent algorithm, called stochastic gradient descent method-based generalized pinball support vector machine (SG-GPSVM), to solve data classification problems. This approach was developed by replacing the hinge loss function in the conventional support vector machine (SVM) with a generalized pinball loss function. We show that SG-GPSVM is convergent and that it approximates the conventional generalized pinball support vector machine (GPSVM). Further, the symmetric kernel method was adopted to evaluate the performance of SG-GPSVM as a nonlinear classifier. Our suggested algorithm surpasses existing methods in terms of noise insensitivity, resampling stability, and accuracy for large-scale data scenarios, according to the experimental results.
Databáze: Directory of Open Access Journals
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