Sparse Learning and Class Probability Estimation with Weighted Support Vector Machines
arXiv:2312.10618v2 Announce Type: replace-cross Abstract: Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of weighted Support Vector Machines (wSVMs) has demonstrated considerable promise in robustly and accurately predicting class probabilities and performing classification across a variety of problems (Wang et al., 2008). However, the existing framework relies on an $ell^2$-norm regularized binary wSVMs optimization formulation, which is […]