Support vector machines based on convex risk functions and general norms.

Jun-ya Gotoh Stan Uryasev

Published in: Ann. Oper. Res. (2017)

Keyphrases

support vector
special case
learning machines
convex optimization
convex functions
closely related
empirical risk
decision making
support vector machine
logistic regression
feature selection
loss function
cross validation
risk assessment
decision function