Title
A cost based reweighted scheme of principal support vector machine
Document Type
Conference Proceeding
Publication Date
1-1-2014
Abstract
© 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.
Publication Title
Springer Proceedings in Mathematics and Statistics
Recommended Citation
Artemiou, A.,
&
Shu, M.
(2014).
A cost based reweighted scheme of principal support vector machine.
Springer Proceedings in Mathematics and Statistics,
74, 1-12.
http://doi.org/10.1007/978-1-4939-0569-0_1
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/4051