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

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