A novel second-order cone programming support vector machine model for binary data classification

Abstract

The support vector machine is a classification approach in machine learning. The second-order cone optimization formulation for the soft-margin support vector machine can ensure that the misclassification rate of data points do not exceed a given value. In this paper, a novel second-order cone programming formulation is proposed for the soft-margin support vector machine. The novel formulation uses the l₂-norm and two margin variables associated with each class to maximize the margin. Two regularization parameters α and β are introduced to control the trade-off between the maximization of margin variables. Numerical results illustrate that the proposed second-order cone programming formulation for the soft-margin support vector machine has a better prediction performance and robustness than other second-order cone programming support vector machine models used in this article for comparision.