Abstract
In this study we have developed a robust Support Vector Machines (SVM) scheme of classifying uncertain data. In SVM classification data uncertainty is not addressed efficiently. Furthermore, while traditional SVM methods use a single kernel for learning, multiple kernel schemes are being developed to incorporate a better understanding of all the data features. We combine the multiple kernel learning methods with the robust optimization concepts to formulate the SVM classification problem as a semi-definite programming (SDP) problem and develop its robust counterparts under bounded data uncertainties. We present some preliminary experimental results with some known datasets by introducing noise in the data. Initial analysis shows the robust SDP-SVM model improves classification accuracy for uncertain data.
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Acknowledgements
The authors would like to thank the reviewers for their valuable inputs and suggested edits. The work of the author Raghav Pant was funded by the Engineering and Physical Sciences Research Council, UK, under Programme Grant EP/I01344X/1. The work of the author Theodore B. Trafalis was conducted at National Research University Higher School of Economics and supported by RSF grant 14-41-00039.
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Pant, R., Trafalis, T.B. (2015). SVM Classification of Uncertain Data Using Robust Multi-Kernel Methods. In: Migdalas, A., Karakitsiou, A. (eds) Optimization, Control, and Applications in the Information Age. Springer Proceedings in Mathematics & Statistics, vol 130. Springer, Cham. https://doi.org/10.1007/978-3-319-18567-5_13
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DOI: https://doi.org/10.1007/978-3-319-18567-5_13
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