Distance-weighted discrimination

被引：207

作者：

Marron, J. S. ^{[1
]}

Todd, Michael J. ^{[2
]}

Ahn, Jeongyoun ^{[3
]}

机构：

[1] Univ N Carolina, Dept Stat Operat Res, Chapel Hill, NC 27599 USA

[2] Cornell Univ, Sch Operat Res & Informat Engn, Ithaca, NY 14853 USA

[3] Univ Georgia, Dept Stat, Athens, GA 30602 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2007年 / 102卷 / 480期

基金：

美国国家科学基金会;

关键词：

classification; high-dimension low sample size; support vector machine;

D O I：

10.1198/016214507000001120

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

High-dimension low-sample size statistical analysis is becoming increasingly important in a wide range of applied contexts. In such situations, the popular support vector machine suffers from "data piling" at the margin, which can diminish generalizability. This leads naturally to the development of distance-weighted discrimination, which is based on second-order cone programming, a modern computationally intensive optimization method.

引用

页码：1267 / 1271

页数：5

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