General twin support vector machine with pinball loss function

• Main Authors: Tanveer M., Sharma A., Suganthan, Ponnuthurai Nagaratnam
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2021
• Subjects: Engineering::Electrical and electronic engineering; Hinge Loss; Pinball Loss
• Online Access: https://hdl.handle.net/10356/151223
• Institution: Nanyang Technological University

The standard twin support vector machine (TSVM) uses the hinge loss function which leads to noise sensitivity and instability. In this paper, we propose a novel general twin support vector machine with pinball loss (Pin-GTSVM) for solving classification problems. We show that the proposed Pin-GTSVM...