Twin SVM with a reject option through ROC curve

• Main Authors: Lin, Dongyun, Sun, Lei, Toh, Kar-Ann, Zhang, Jing Bo, Lin, Zhiping
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2018
• Subjects: ROC Curves; Twin SVM
• Online Access: https://hdl.handle.net/10356/86871; http://hdl.handle.net/10220/44245
• Institution: Nanyang Technological University

This paper proposes a new method which embeds a reject option in twin support vector machine (RO-TWSVM) through the Receiver Operating Characteristic (ROC) curve for binary classification. The proposed RO-TWSVM enhances the classification robustness through inclusion of an effective rejection rule f...