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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제26권 제6호
- 발행연도
- 2019.11
- 수록면
- 635 - 644 (10page)
이용수
초록· 키워드
오류제보하기
Class probability is a fundamental target in classification that contains complete classification information. In this article, we propose a class probability estimation method when the predictor is functional. Motivated by Wang et al. (Biometrika, 95, 149–167, 2007), our estimator is obtained by training a sequence of functional weighted support vector machines (FWSVM) with different weights, which can be justified by the Fisher consistency of the hinge loss. The proposed method can be extended to multiclass classification via pairwise coupling proposed by Wu et al. (Journal of Machine Learning Research, 5, 975–1005, 2004). The use of FWSVM makes our method model-free as well as computationally efficient due to the piecewise linearity of the FWSVM solutions as functions of the weight. Numerical investigation to both synthetic and real data show the advantageous performance of the proposed method.
목차
Abstract
1. Introduction
2. Probability estimation via weighted support vector machine
3. Proposed method
4. Simulation
5. Real data illustration
6. Conclusion
References
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