A Fuzzy support vector classifier based on Bayesian optimization

In this paper, we have focused on the use of the support vector data description based on kernel-based possibilistic c-means algorithm (PCM) for solving multi-class classification problems. We propose a weighted support vector data description (SVDD) multi-class classification method, which can be used to deal with the outlier sensitivity problem in traditional multi-class classification problems. The proposed method is the robust version of SVDD by assigning a weight to each data point, which represents fuzzy membership degree of the cluster computed by the kernel-based PCM method. Accordingly, this paper presents the multi classification algorithm and gives the simple classification rule, which satisfies Bayesian optimal decision theory. With a simple classification rule, our experimental results show that the proposed method can reduce the effect of outliers and reduce the rate of classification error.