A New Support Vector Classification Algorithm with Parametric-Margin Model

In this paper, a new algorithm for Support Vector classification is described. It is shown how to use the parametric margin model with non-constant radius. This is useful in many cases, especially when the noise is heteroscedastic, that is, where it depends on x. Moreover, for a priori chosen v, the proposed new SV classification algorithm has advantage of using the parameter 0 <= nu < 1 on controlling the number of support vectors. To be more precise, nu is an upper bound on the fraction of margin errors and a lower bound of the fraction of support vectors. Hence, the selection of v is more intuitive. The algorithm is analyzed theoretically and experimentally.