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加权边缘损失函数的代价敏感支持向量机

, PP. 763-768

Keywords: 非平衡数据问题,代价敏感分类,加权边缘,支持向量机,贝叶斯一致性

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Abstract:

已有的非平衡数据分类算法主要采取直接对损失函数进行加权的方法。文中提出一种加权边缘的hinge损失函数并证明它的贝叶斯一致性,得到加权边缘支持向量机算法(WMSVM),并给出类似于SMO的求解方法。实验结果表明WMSVM在一些数据库上是有效的,从而从理论和实验上说明基于加权边缘的损失函数方法是已有代价敏感方法的一种较好补充。

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