Robust Formulations for Handling Uncertainty in Kernel Matrices

Sahely Bhadra, Sourangshu Bhattacharya, Chiranjib Bhattacharyya and Aharon Ben-tal



RSVM : Robust SVM

References:

  1. Sahely Bhadra, Sourangshu Bhattacharya, Chiranjib Bhattacharyya and Aharon Ben-Tal. Robust Formulations for Handling Uncertainty in Kernel Matrices ICML 2010.

  2. Jos F. Sturm. Using SeDuMi 1.02, a Matlab Toolbox for Optimization over Symmetric Cones. Available at http://www.optimization-online.org/DB_HTML/2001/10/395.html. Software can be downloaded from http://sedumi.mcmaster.ca/.