Large Margin Proximal Non-parallel Support Vector Classifiers

Abstract

In this paper, we propose a novel large margin proximal non-parallel twin support vector machine for binary classification. The significant advantages over twin support vector machine are that the structural risk minimization principle is implemented and by adopting uncommon constraint formulation for the primal problem, the proposed method avoids the computation of the large inverse matrices before training which is inevitable in the formulation of twin support vector machine. In addition, the dual coordinate descend algorithm is used to solve the optimization problems to accelerate the training efficiency. Experimental results exhibit the effectiveness and the classification accuracy of the proposed method.