Affiliations: School of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan, China
Correspondence:
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Corresponding author. Maoxiang Chu, School of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan, China. E-mail: chu52_2004@163.com.
Abstract: In this paper, we propose a nonparallel support vector machine with pinball loss (Pin-NPSVM) that deals with the noise sensitivity and resampling instability of NPSVM. More specifically, we redefine a pinball loss funtion and build a pair of quantile hyper-planes. Each quantile hyper-plane is constructed by using the new pinball loss instead of ɛ-insensitive loss, which makes the new classification model be insensitive to noise samples, especially for feature noise samples around the decision boundary. Moreover, instead of hinge loss, Pin-NPSVM also builds a pair of decision boundaries based on traditional pinball loss, which further improves the anti-nosie ability of the classification model. In a word, Pin-NPSVM not only inherits the characteristics of the nonparallel optimal hyper-planes, but also has a consistent model with Pin-SVM, which can process noise data well. Finally, numerical experimental results show that the Pin-NPSVM has more obvious advantages than other models in classification performance, especially for noise datasets.
Keywords: Pattern classification, nonparallel support vector machine, pinball loss, anti-noise
