BSVM: A Banded Suport Vector Machine

Details BSVM: A Banded Suport Vector Machine BSVM: A Banded Suport Vector Machine

2011-07-12

arxiv.org/abs/1107.2347v1

Statistics

Machine Learning

16 pages, 4 figures

Scientific paper

We describe a novel binary classification technique called Banded SVM (B-SVM). In the standard C-SVM formulation of Cortes et al. (1995), the decision rule is encouraged to lie in the interval [1, \infty]. The new B-SVM objective function contains a penalty term that encourages the decision rule to lie in a user specified range [\rho_1, \rho_2]. In addition to the standard set of support vectors (SVs) near the class boundaries, B-SVM results in a second set of SVs in the interior of each class.

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