A cost based reweighted scheme of principal support vector machine
© Springer Science+Business Media New York 2014. Principal Support Vector Machine (PSVM) is a recently proposed method that uses Support Vector Machines to achieve linear and nonlinear sufficient dimension reduction under a unified framework. In this work, a reweighted scheme is used to improve the performance of the algorithm. We present basic theoretical results and demonstrate the effectiveness of the reweighted algorithm through simulations and real data application.
Springer Proceedings in Mathematics and Statistics
A cost based reweighted scheme of principal support vector machine.
Springer Proceedings in Mathematics and Statistics,
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