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Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
Annals of the Institute of Statistical Mathematics ( IF 1 ) Pub Date : 2019-07-15 , DOI: 10.1007/s10463-019-00727-1
Yugo Nakayama , Kazuyoshi Yata , Makoto Aoshima

In this paper, we study asymptotic properties of nonlinear support vector machines (SVM) in high-dimension, low-sample-size settings. We propose a bias-corrected SVM (BC-SVM) which is robust against imbalanced data in a general framework. In particular, we investigate asymptotic properties of the BC-SVM having the Gaussian kernel and compare them with the ones having the linear kernel. We show that the performance of the BC-SVM is influenced by the scale parameter involved in the Gaussian kernel. We discuss a choice of the scale parameter yielding a high performance and examine the validity of the choice by numerical simulations and actual data analyses.

中文翻译:

在高维、低样本大小设置中具有高斯核的偏差校正支持向量机

在本文中,我们研究了非线性支持向量机 (SVM) 在高维、低样本量设置中的渐近特性。我们提出了一种偏差校正 SVM(BC-SVM),它在一般框架中对不平衡数据具有鲁棒性。特别是,我们研究了具有高斯核的 BC-SVM 的渐近特性,并将它们与具有线性核的那些进行了比较。我们表明 BC-SVM 的性能受高斯核中涉及的尺度参数的影响。我们讨论了产生高性能的尺度参数的选择,并通过数值模拟和实际数据分析检查了选择的有效性。
更新日期:2019-07-15
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