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Robust L1-norm multi-weight vector projection support vector machine with efficient algorithm

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Abstract The recently proposed multi-weight vector projection support vector machine (EMVSVM) is an excellent multi-projections classifier. However, the formulation of MVSVM is based on the L2-norm criterion, which makes it… Click to show full abstract

Abstract The recently proposed multi-weight vector projection support vector machine (EMVSVM) is an excellent multi-projections classifier. However, the formulation of MVSVM is based on the L2-norm criterion, which makes it prone to be affected by outliers. To alleviate this issue, in this paper, we propose a robust L1-norm MVSVM method, termed as MVSVM L 1 . Specifically, our MVSVM L 1 aims to seek a pair of multiple projections such that, for each class, it maximizes the ratio of the L1-norm between-class dispersion and the L1-norm within-class dispersion. To optimize such L1-norm ratio problem, a simple but efficient iterative algorithm is further presented. The convergence of the algorithm is also analyzed theoretically. Extensive experimental results on both synthetic and real-world datasets confirm the feasibility and effectiveness of the proposed MVSVM L 1 .

Keywords: vector; multi; algorithm; norm; multi weight; weight vector

Journal Title: Neurocomputing
Year Published: 2018

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