The 2ν-SVM: A Cost-Sensitive Extension of the ν-SVM

نویسنده

  • Mark A. Davenport
چکیده

Standard classification algorithms aim to minimize the probability of making an incorrect classification. In many important applications, however, some kinds of errors are more important than others. In this report we review cost-sensitive extensions of standard support vector machines (SVMs). In particular, we describe cost-sensitive extensions of the C-SVM and the ν-SVM, which we denote the 2C-SVM and 2ν-SVM respectively. The C-SVM and the ν-SVM are known to be closely related, and we prove that the 2C-SVM and 2ν-SVM share a similar relationship. This demonstrates that the 2C-SVM and 2ν-SVM explore the same space of possible classifiers, and gives us a clear understanding of the parameter space for both versions.

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تاریخ انتشار 2005