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Robust support vector model based on bounded asymmetric elastic net loss for binary classification

arXiv:2603.06257v2 Announce Type: replace-cross Abstract: In this paper, we propose a novel bounded asymmetric elastic net (L_{baen}) loss function and combine it with the support vector machine (SV

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arXiv:2603.06257v2 Announce Type: replace-cross Abstract: In this paper, we propose a novel bounded asymmetric elastic net (L_{baen}) loss function and combine it with the support vector machine (SVM), resulting in the BAEN-SVM. The L_{baen} is bounded and asymmetric and can degrade to the asymmetric elastic net hinge loss, pinball loss, and asymmetric least squares loss. BAEN-SVM not only effectively handles noise-contaminated data but also addresses the geometric irrationalities in the traditional SVM. By proving the violation tolerance upper bound (VTUB) of BAEN-SVM, we show that the model is geometrically well-defined. Furthermore, we derive that the influence function of BAEN-SVM is bounded, providing a theoretical guarantee of its robustness to noise. The Fisher consistency of the model further ensures its generalization capability. Since the ( L_{ext{baen}} ) loss is non-convex, we designed a clipping dual coordinate descent-based half-quadratic algorithm to solve the non-convex optimization problem efficiently. Experimental results on artificial and benchmark datasets indicate that the proposed method outperforms classical and advanced SVMs, particularly in noisy environments.

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Source: arXiv cs.LG | 2026-04-10

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