Using adaptively weighted large margin classifiers for robust sufficient dimension reduction |
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Authors: | Andreas Artemiou |
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Affiliation: | 1. School of Mathematics, Cardiff University, Cardiff, UKArtemiouA@cardiff.ac.uk |
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Abstract: | In this paper, we combine adaptively weighted large margin classifiers with Support Vector Machine (SVM)-based dimension reduction methods to create dimension reduction methods robust to the presence of extreme outliers. We discuss estimation and asymptotic properties of the algorithm. The good performance of the new algorithm is demonstrated through simulations and real data analysis. |
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Keywords: | Dimension reduction adaptive weights support vector machines outliers |
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