A note on supervised classification and Nash-equilibrium problems
نویسنده
چکیده
In this note, we investigate connections between supervised classification and (Generalized) Nash equilibrium problems (NEP & GNEP). For the specific case of support vector machines (SVM), we exploit the geometric properties of class separation in the dual space to formulate a non-cooperative game. NEP and Generalized NEP formulations are proposed for both binary and multi-class SVM problems. Mathematics Subject Classification. 91A80, 68T05, 68Q32. Received October 15, 2014. Accepted March 10, 2016.
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عنوان ژورنال:
- RAIRO - Operations Research
دوره 51 شماره
صفحات -
تاریخ انتشار 2017