Twin SVM with a reject option through ROC curve
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...
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| Main Authors: | , , , , |
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| 其他作者: | |
| 格式: | Article |
| 語言: | English |
| 出版: |
2018
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/86871 http://hdl.handle.net/10220/44245 |
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| 機構: | Nanyang Technological University |
| 語言: | English |
| 總結: | 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 for potentially misclassified samples. The method is formulated based on a cost-sensitive framework which follows the principle of minimization of the expected cost of classification. Extensive experiments are conducted on synthetic and real-world data sets to compare the proposed RO-TWSVM with the original TWSVM without a reject option (TWSVM-without-RO) and the existing SVM with a reject option (RO-SVM). The experimental results demonstrate that our RO-TWSVM significantly outperforms TWSVM-without-RO, and in general, performs better than RO-SVM. |
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