Principal weighted support vector machines for sufficient dimension reduction in binary classification

التفاصيل البيبلوغرافية
العنوان: Principal weighted support vector machines for sufficient dimension reduction in binary classification
المؤلفون: SJ Shin, Y Wu, HH Zhang, Y Liu
بيانات النشر: University of Illinois at Chicago, 2021.
سنة النشر: 2021
مصطلحات موضوعية: Statistics, FOS: Mathematics
الوصف: © 2017 Biometrika Trust. Sufficient dimension reduction is popular for reducing data dimensionality without stringent model assumptions. However, most existing methods may work poorly for binary classification. For example, sliced inverse regression (Li, 1991) can estimate at most one direction if the response is binary. In this paper we propose principal weighted support vector machines, a unified framework for linear and nonlinear sufficient dimension reduction in binary classification. Its asymptotic properties are studied, and an efficient computing algorithm is proposed. Numerical examples demonstrate its performance in binary classification.
DOI: 10.25417/uic.14253293.v1
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef52272a07adc8107697e1015ad3c39e
رقم الأكسشن: edsair.doi.dedup.....ef52272a07adc8107697e1015ad3c39e
قاعدة البيانات: OpenAIRE
الوصف
DOI:10.25417/uic.14253293.v1